+3,015.3%
CVNA vs INVH
+63.3%
+2,952.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -7.3% | -3.0% | -4.3% | -4.4% |
| 30D | -4.6% | -7.5% | +2.9% | +3.3% |
| 3M | +2.0% | -5.5% | +7.5% | +7.6% |
| 6M | +11.7% | +11.7% | 0.0% | -0.5% |
| YTD | -18.1% | +1.3% | -19.4% | -20.5% |
| 1Y | -2.4% | -6.1% | +3.7% | +0.7% |
| 3Y | +580.6% | -9.8% | +590.3% | +613.8% |
| 5Y | +4.9% | -19.7% | +24.6% | +34.1% |
| All | +3,015.3% | +63.3% | +2,952.1% | +2,623.3% |
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