+36.7%
CRL vs INVH
-9.6%
+46.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.7% |
| 7D | -6.9% | -3.1% | -3.8% | -5.3% |
| 30D | -3.2% | -7.5% | +4.3% | +0.9% |
| 3M | +46.5% | -6.3% | +52.8% | +51.5% |
| 6M | +63.1% | +9.4% | +53.7% | +53.7% |
| YTD | +36.9% | +1.4% | +35.4% | +34.4% |
| 1Y | +78.1% | -4.1% | +82.2% | +81.4% |
| All | +36.7% | -9.6% | +46.4% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling