+31.4%
CTSH vs INVH
+75.4%
-44.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -3.7% | -3.0% | -0.7% | -2.2% |
| 30D | +3.7% | -7.5% | +11.2% | +7.9% |
| 3M | +17.9% | -5.5% | +23.5% | +21.4% |
| 6M | -2.6% | +11.7% | -14.4% | -8.3% |
| YTD | -26.4% | +1.3% | -27.7% | -27.3% |
| 1Y | -13.0% | -6.1% | -7.0% | -10.9% |
| 3Y | -11.2% | -9.8% | -1.4% | -8.8% |
| 5Y | -14.3% | -19.7% | +5.4% | -8.0% |
| All | +31.4% | +75.4% | -44.0% | 0.0% |
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