+672.4%
CTAS vs INVH
+75.4%
+597.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.5% | -3.0% | +3.5% | +2.2% |
| 30D | -0.7% | -7.5% | +6.8% | +3.5% |
| 3M | +11.1% | -5.5% | +16.6% | +14.5% |
| 6M | +2.1% | +11.7% | -9.6% | -4.1% |
| YTD | +8.0% | +1.3% | +6.6% | +6.4% |
| 1Y | -0.5% | -6.1% | +5.6% | +2.1% |
| 3Y | +66.2% | -9.8% | +76.0% | +71.0% |
| 5Y | +109.2% | -19.7% | +128.9% | +126.2% |
| All | +672.4% | +75.4% | +597.0% | +468.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling