+76.2%
INVH vs CPAY
+175.5%
-99.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.0% | -2.0% | -1.0% | -2.4% |
| 30D | -7.5% | -0.4% | -7.2% | -7.5% |
| 3M | -5.5% | +16.4% | -21.9% | -10.0% |
| 6M | +11.7% | +23.5% | -11.8% | +3.8% |
| YTD | +1.3% | +35.7% | -34.3% | -9.5% |
| 1Y | -6.1% | +30.2% | -36.2% | -15.4% |
| 3Y | -9.8% | +49.7% | -59.5% | -25.0% |
| 5Y | -19.7% | +56.6% | -76.2% | -36.1% |
| All | +76.2% | +175.5% | -99.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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