-51.1%
CPB vs INVH
+79.7%
-130.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -8.2% | -3.1% | -5.1% | -7.5% |
| 30D | -5.6% | -7.1% | +1.5% | -3.9% |
| 3M | +3.0% | -3.0% | +5.9% | +3.9% |
| 6M | -12.7% | +10.1% | -22.8% | -14.4% |
| YTD | -18.0% | +3.8% | -21.8% | -18.6% |
| 1Y | -31.7% | -2.1% | -29.6% | -31.4% |
| 3Y | -41.0% | -7.0% | -33.9% | -40.3% |
| 5Y | -38.4% | -20.6% | -17.8% | -36.4% |
| All | -51.1% | +79.7% | -130.8% | -58.0% |
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