+339.6%
CPRT vs INVH
+75.5%
+264.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.9% |
| 7D | -8.4% | -3.1% | -5.3% | -7.0% |
| 30D | +4.6% | -7.5% | +12.1% | +8.6% |
| 3M | -1.9% | -6.3% | +4.3% | +1.2% |
| 6M | -15.3% | +9.4% | -24.8% | -19.1% |
| YTD | -21.5% | +1.4% | -22.9% | -22.3% |
| 1Y | -36.6% | -4.1% | -32.5% | -35.7% |
| 3Y | -31.2% | -9.2% | -22.0% | -29.6% |
| 5Y | -14.1% | -19.6% | +5.5% | -7.8% |
| All | +339.6% | +75.5% | +264.1% | +224.5% |
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