+144.2%
CVE vs INVH
-21.2%
+165.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -10.0% | +1.8% | -11.8% | -10.5% |
| 30D | -11.9% | +1.1% | -13.0% | -12.2% |
| 3M | -5.9% | -8.3% | +2.4% | -3.9% |
| 6M | -1.6% | -3.7% | +2.1% | -1.2% |
| YTD | +66.3% | +0.8% | +65.5% | +64.1% |
| 1Y | +57.5% | +1.0% | +56.5% | +55.2% |
| 3Y | +65.4% | -4.3% | +69.7% | +63.3% |
| 5Y | +144.2% | -21.0% | +165.2% | +142.0% |
| All | +144.2% | -21.2% | +165.4% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling