+1,189.9%
CRS vs INVH
+75.4%
+1,114.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -6.8% | -3.0% | -3.8% | -5.0% |
| 30D | -16.1% | -7.5% | -8.6% | -12.1% |
| 3M | -21.2% | -5.5% | -15.6% | -18.8% |
| 6M | +8.7% | +11.7% | -3.0% | +0.6% |
| YTD | +41.0% | +1.3% | +39.6% | +37.6% |
| 1Y | +82.7% | -6.1% | +88.7% | +86.5% |
| 3Y | +604.8% | -9.8% | +614.5% | +621.8% |
| 5Y | +1,384.7% | -19.7% | +1,404.4% | +1,520.7% |
| All | +1,189.9% | +75.4% | +1,114.5% | +797.8% |
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