+239.8%
CRL vs INVH
+79.4%
+160.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -4.6% | -2.3% | -2.3% | -3.2% |
| 30D | +0.5% | -5.7% | +6.2% | +4.1% |
| 3M | +46.6% | -4.5% | +51.1% | +50.5% |
| 6M | +57.3% | +11.0% | +46.3% | +46.3% |
| YTD | +39.5% | +3.7% | +35.8% | +34.6% |
| 1Y | +76.9% | -2.8% | +79.7% | +77.7% |
| 3Y | +39.4% | -7.1% | +46.5% | +42.9% |
| 5Y | -37.2% | -19.4% | -17.7% | -29.9% |
| All | +239.8% | +79.4% | +160.3% | +155.0% |
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