+3,065.8%
CVNA vs INVH
+63.4%
+3,002.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -2.1% |
| 7D | -4.3% | -3.1% | -1.2% | -1.2% |
| 30D | -2.4% | -7.5% | +5.1% | +5.6% |
| 3M | +4.5% | -6.3% | +10.8% | +11.1% |
| 6M | +10.2% | +9.4% | +0.8% | +0.2% |
| YTD | -16.7% | +1.4% | -18.1% | -19.3% |
| 1Y | -3.8% | -4.1% | +0.3% | -2.9% |
| 3Y | +648.3% | -9.2% | +657.5% | +679.8% |
| 5Y | +6.6% | -19.6% | +26.2% | +36.2% |
| All | +3,065.8% | +63.4% | +3,002.4% | +2,665.3% |
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 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