+27.4%
CTSH vs INVH
+79.4%
-52.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -8.2% | -2.3% | -5.9% | -7.1% |
| 30D | +0.4% | -5.7% | +6.1% | +3.5% |
| 3M | +10.6% | -4.5% | +15.0% | +13.2% |
| 6M | -8.8% | +11.0% | -19.8% | -13.8% |
| YTD | -28.6% | +3.7% | -32.3% | -30.3% |
| 1Y | -15.9% | -2.8% | -13.1% | -15.3% |
| 3Y | -13.9% | -7.1% | -6.7% | -12.8% |
| 5Y | -17.1% | -19.4% | +2.3% | -11.0% |
| All | +27.4% | +79.4% | -52.0% | -4.1% |
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