-43.9%
CAG vs ROIV
+298.2%
-342.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -6.6% | +22.3% | -28.9% | -6.8% |
| 30D | +2.3% | +16.9% | -14.6% | +2.1% |
| 3M | +16.3% | +43.9% | -27.6% | +15.8% |
| 6M | -16.0% | +41.6% | -57.6% | -16.4% |
| YTD | -7.7% | +92.7% | -100.4% | -8.6% |
| 1Y | -16.0% | +210.2% | -226.2% | -17.7% |
| 3Y | -37.7% | +231.8% | -269.5% | -39.2% |
| 5Y | -41.2% | +319.8% | -361.0% | -45.0% |
| All | -43.9% | +298.2% | -342.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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