+49.2%
CSGP vs INVH
+74.4%
-25.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -3.2% | +1.8% | -5.0% | -4.0% |
| 30D | +2.2% | +1.1% | +1.1% | +2.0% |
| 3M | -3.7% | -8.3% | +4.7% | +1.3% |
| 6M | -7.4% | -3.7% | -3.8% | -5.1% |
| YTD | -54.9% | +0.8% | -55.7% | -54.9% |
| 1Y | -54.9% | +1.0% | -55.9% | -55.0% |
| 3Y | -61.9% | -4.3% | -57.7% | -61.7% |
| 5Y | -63.1% | -21.0% | -42.1% | -59.3% |
| All | +49.2% | +74.4% | -25.2% | +22.9% |
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