+189.3%
CVX vs INVH
+75.5%
+113.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +0.7% | -3.1% | +3.8% | +2.0% |
| 30D | +9.1% | -7.5% | +16.6% | +12.6% |
| 3M | +13.1% | -6.3% | +19.4% | +15.9% |
| 6M | +16.3% | +9.4% | +6.8% | +11.1% |
| YTD | +43.5% | +1.4% | +42.1% | +41.1% |
| 1Y | +40.2% | -4.1% | +44.2% | +40.8% |
| 3Y | +44.2% | -9.2% | +53.4% | +45.6% |
| 5Y | +170.6% | -19.6% | +190.2% | +181.9% |
| All | +189.3% | +75.5% | +113.9% | +101.7% |
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