+220.7%
CRM vs INVH
+75.4%
+145.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -3.0% | -1.4% | -3.1% |
| 30D | +28.1% | -7.5% | +35.7% | +32.5% |
| 3M | +48.8% | -5.5% | +54.4% | +52.6% |
| 6M | +28.3% | +11.7% | +16.5% | +21.3% |
| YTD | -6.0% | +1.3% | -7.3% | -7.5% |
| 1Y | +1.4% | -6.1% | +7.5% | +3.3% |
| 3Y | +11.8% | -9.8% | +21.6% | +13.7% |
| 5Y | -2.0% | -19.7% | +17.7% | +4.6% |
| All | +220.7% | +75.4% | +145.3% | +161.6% |
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 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