+45.5%
CSGP vs INVH
+79.4%
-33.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -5.4% | -2.3% | -3.1% | -4.2% |
| 30D | -6.0% | -5.7% | -0.3% | -3.0% |
| 3M | -12.8% | -4.5% | -8.4% | -10.5% |
| 6M | -38.9% | +11.0% | -49.9% | -42.0% |
| YTD | -56.0% | +3.7% | -59.7% | -56.8% |
| 1Y | -66.4% | -2.8% | -63.6% | -66.0% |
| 3Y | -64.2% | -7.1% | -57.0% | -63.5% |
| 5Y | -67.0% | -19.4% | -47.6% | -64.2% |
| All | +45.5% | +79.4% | -33.9% | +17.7% |
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 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