+143.6%
CVE vs INVH
+74.4%
+69.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -10.0% | +1.8% | -11.8% | -10.9% |
| 30D | -11.9% | +1.1% | -13.0% | -12.6% |
| 3M | -5.9% | -8.3% | +2.4% | -2.5% |
| 6M | -1.6% | -3.7% | +2.1% | -0.9% |
| YTD | +66.3% | +0.8% | +65.5% | +62.5% |
| 1Y | +57.5% | +1.0% | +56.5% | +53.5% |
| 3Y | +65.4% | -4.3% | +69.7% | +61.5% |
| 5Y | +144.2% | -21.0% | +165.2% | +158.4% |
| All | +143.6% | +74.4% | +69.1% | +78.0% |
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 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