-35.5%
CRL vs INVH
-20.2%
-15.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.5% | -3.0% | -0.6% | -1.6% |
| 30D | -2.1% | -7.5% | +5.4% | +2.8% |
| 3M | +48.0% | -5.5% | +53.5% | +53.2% |
| 6M | +64.7% | +11.7% | +53.0% | +51.7% |
| YTD | +39.5% | +1.3% | +38.2% | +36.3% |
| 1Y | +74.2% | -6.1% | +80.3% | +79.4% |
| 3Y | +39.4% | -9.8% | +49.1% | +45.6% |
| All | -35.5% | -20.2% | -15.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling