+75.5%
CVE vs INVH
-8.0%
+83.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +0.2% | -3.1% | +3.3% | +0.6% |
| 30D | +17.5% | -7.1% | +24.6% | +18.7% |
| 3M | +16.2% | -3.0% | +19.2% | +16.5% |
| 6M | +47.8% | +10.1% | +37.7% | +43.9% |
| YTD | +98.5% | +3.8% | +94.7% | +95.9% |
| 1Y | +109.8% | -2.1% | +111.9% | +110.3% |
| 3Y | +75.5% | -7.0% | +82.5% | +76.0% |
| All | +75.5% | -8.0% | +83.5% | +76.0% |
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 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