+65.5%
CSX vs INVH
-19.3%
+84.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.9% |
| 30D | -2.3% | -7.1% | +4.8% | +0.5% |
| 3M | +4.3% | -3.0% | +7.3% | +5.3% |
| 6M | +23.4% | +10.1% | +13.3% | +18.4% |
| YTD | +36.4% | +3.8% | +32.6% | +33.7% |
| 1Y | +53.0% | -2.1% | +55.1% | +53.4% |
| 3Y | +70.6% | -7.0% | +77.6% | +71.8% |
| 5Y | +65.5% | -20.6% | +86.0% | +75.9% |
| All | +65.5% | -19.3% | +84.8% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling