+239.9%
CP vs INVH
+72.9%
+167.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.8% |
| 7D | +2.1% | -0.9% | +3.1% | +2.6% |
| 30D | +9.3% | +1.2% | +8.2% | +8.8% |
| 3M | +0.5% | -10.4% | +10.9% | +5.2% |
| 6M | +10.4% | -3.6% | +14.0% | +12.0% |
| YTD | +28.7% | -0.1% | +28.8% | +28.1% |
| 1Y | +33.2% | -0.7% | +33.8% | +32.8% |
| 3Y | +38.4% | -4.6% | +43.0% | +38.1% |
| 5Y | +26.2% | -21.7% | +47.9% | +35.2% |
| All | +239.9% | +72.9% | +167.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling