+48.9%
CSGP vs INVH
+73.1%
-24.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -7.1% | -2.5% | -4.6% | -5.8% |
| 30D | +3.6% | +0.7% | +3.0% | +3.6% |
| 3M | -2.7% | -8.8% | +6.0% | +2.5% |
| 6M | -8.0% | -5.0% | -3.0% | -5.0% |
| YTD | -55.0% | 0.0% | -55.0% | -54.8% |
| 1Y | -55.8% | -1.9% | -53.9% | -55.2% |
| 3Y | -62.0% | -5.0% | -57.0% | -61.6% |
| 5Y | -62.9% | -21.6% | -41.4% | -58.9% |
| All | +48.9% | +73.1% | -24.2% | +23.2% |
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