-11.2%
CTSH vs INVH
-9.7%
-1.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -3.7% | -3.0% | -0.7% | -2.6% |
| 30D | +3.7% | -7.5% | +11.2% | +6.9% |
| 3M | +17.9% | -5.5% | +23.5% | +20.7% |
| 6M | -2.6% | +11.7% | -14.4% | -6.6% |
| YTD | -26.4% | +1.3% | -27.7% | -26.8% |
| 1Y | -13.0% | -6.1% | -7.0% | -11.0% |
| 3Y | -11.2% | -9.8% | -1.4% | -10.3% |
| All | -11.2% | -9.7% | -1.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling