+52.0%
CSGP vs INVH
+80.8%
-28.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.1% | -2.9% | -1.2% | -2.6% |
| 30D | +2.3% | -6.9% | +9.2% | +6.3% |
| 3M | -8.2% | -2.7% | -5.5% | -6.6% |
| 6M | -35.1% | +8.2% | -43.3% | -37.6% |
| YTD | -54.0% | +4.5% | -58.5% | -55.1% |
| 1Y | -65.3% | -2.3% | -63.0% | -65.0% |
| 3Y | -62.6% | -7.3% | -55.3% | -61.8% |
| 5Y | -64.8% | -20.5% | -44.3% | -61.5% |
| All | +52.0% | +80.8% | -28.7% | +22.5% |
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