+50.3%
CSGP vs INVH
+74.5%
-24.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -3.8% |
| 7D | +1.3% | +2.0% | -0.8% | +0.3% |
| 30D | +10.7% | +4.8% | +5.9% | +8.5% |
| 3M | +3.3% | -9.8% | +13.0% | +9.4% |
| 6M | -10.3% | -3.7% | -6.7% | -8.0% |
| YTD | -54.6% | +0.8% | -55.4% | -54.6% |
| 1Y | -54.6% | +1.9% | -56.5% | -55.0% |
| 3Y | -60.3% | -4.3% | -56.0% | -60.1% |
| 5Y | -63.3% | -21.1% | -42.2% | -59.5% |
| All | +50.3% | +74.5% | -24.2% | +23.8% |
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 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