+193.2%
CVE vs INVH
+79.4%
+113.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +2.0% | -2.3% | +4.3% | +3.1% |
| 30D | +13.2% | -5.7% | +18.9% | +16.2% |
| 3M | +21.7% | -4.5% | +26.2% | +23.8% |
| 6M | +48.4% | +11.0% | +37.4% | +39.4% |
| YTD | +100.1% | +3.7% | +96.4% | +93.6% |
| 1Y | +107.8% | -2.8% | +110.7% | +106.9% |
| 3Y | +76.9% | -7.1% | +84.0% | +76.2% |
| 5Y | +346.2% | -19.4% | +365.7% | +369.5% |
| All | +193.2% | +79.4% | +113.7% | +112.1% |
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 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