+191.1%
CVX vs INVH
+75.4%
+115.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | -3.0% | +5.6% | +3.9% |
| 30D | +9.8% | -7.5% | +17.4% | +13.4% |
| 3M | +16.2% | -5.5% | +21.7% | +18.7% |
| 6M | +13.6% | +11.7% | +1.9% | +7.6% |
| YTD | +44.4% | +1.3% | +43.0% | +42.0% |
| 1Y | +40.6% | -6.1% | +46.7% | +42.6% |
| 3Y | +48.2% | -9.8% | +58.0% | +50.0% |
| 5Y | +172.3% | -19.7% | +192.0% | +183.7% |
| All | +191.1% | +75.4% | +115.7% | +103.0% |
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 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