+239.7%
CRL vs INVH
+75.4%
+164.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.5% | -3.0% | -0.6% | -1.7% |
| 30D | -2.1% | -7.5% | +5.4% | +2.6% |
| 3M | +48.0% | -5.5% | +53.5% | +53.0% |
| 6M | +64.7% | +11.7% | +53.0% | +52.6% |
| YTD | +39.5% | +1.3% | +38.2% | +36.5% |
| 1Y | +74.2% | -6.1% | +80.3% | +78.7% |
| 3Y | +39.4% | -9.8% | +49.1% | +45.5% |
| 5Y | -36.9% | -19.7% | -17.2% | -29.4% |
| All | +239.7% | +75.4% | +164.3% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling