+259.2%
CSX vs INVH
+80.8%
+178.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.4% | -2.9% | -0.5% | -2.0% |
| 30D | -3.1% | -6.9% | +3.8% | +0.2% |
| 3M | +7.2% | -2.7% | +9.9% | +8.3% |
| 6M | +16.2% | +8.2% | +8.0% | +11.5% |
| YTD | +37.5% | +4.5% | +33.1% | +33.8% |
| 1Y | +53.2% | -2.3% | +55.5% | +53.6% |
| 3Y | +68.2% | -7.3% | +75.5% | +69.6% |
| 5Y | +65.2% | -20.5% | +85.7% | +77.0% |
| All | +259.2% | +80.8% | +178.4% | +158.3% |
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