+1,204.6%
CRS vs INVH
+75.5%
+1,129.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.9% |
| 7D | -4.1% | -3.1% | -1.0% | -2.2% |
| 30D | -16.6% | -7.5% | -9.1% | -12.6% |
| 3M | -14.3% | -6.3% | -8.0% | -11.3% |
| 6M | +11.6% | +9.4% | +2.1% | +4.5% |
| YTD | +42.6% | +1.4% | +41.2% | +39.1% |
| 1Y | +81.8% | -4.1% | +85.9% | +83.1% |
| 3Y | +632.1% | -9.2% | +641.3% | +646.5% |
| 5Y | +1,401.6% | -19.6% | +1,421.3% | +1,538.5% |
| All | +1,204.6% | +75.5% | +1,129.1% | +807.6% |
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