-18.1%
CAG vs ROIV
+203.5%
-221.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.8% |
| 7D | -5.9% | +19.0% | -24.9% | -4.8% |
| 30D | -1.5% | +16.1% | -17.7% | -0.5% |
| 3M | +11.5% | +44.1% | -32.7% | +13.4% |
| 6M | -15.7% | +37.8% | -53.5% | -14.2% |
| YTD | -10.2% | +88.7% | -98.9% | -7.4% |
| 1Y | -18.1% | +197.3% | -215.4% | -24.5% |
| All | -18.1% | +203.5% | -221.5% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling