+280.9%
CSX vs INVH
+71.6%
+209.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | +3.1% | -3.3% | +6.4% | +4.7% |
| 30D | +9.7% | +0.2% | +9.5% | +9.6% |
| 3M | +4.9% | -9.5% | +14.4% | +9.8% |
| 6M | +18.4% | -4.3% | +22.7% | +20.4% |
| YTD | +45.9% | -0.8% | +46.7% | +45.4% |
| 1Y | +50.0% | -3.6% | +53.6% | +51.3% |
| 3Y | +78.0% | -5.8% | +83.8% | +78.1% |
| 5Y | +59.2% | -22.3% | +81.4% | +72.1% |
| All | +280.9% | +71.6% | +209.3% | +180.6% |
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