+45.1%
CSGP vs INVH
+75.5%
-30.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | -6.9% | -3.1% | -3.8% | -5.4% |
| 30D | -5.2% | -7.5% | +2.2% | -1.2% |
| 3M | -13.8% | -6.3% | -7.6% | -10.7% |
| 6M | -36.3% | +9.4% | -45.8% | -39.2% |
| YTD | -56.1% | +1.4% | -57.6% | -56.5% |
| 1Y | -65.8% | -4.1% | -61.7% | -65.2% |
| 3Y | -64.3% | -9.2% | -55.1% | -63.2% |
| 5Y | -67.3% | -19.6% | -47.7% | -64.4% |
| All | +45.1% | +75.5% | -30.4% | +18.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling