-4.3%
CAG vs ROIV
+104.3%
-108.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.6% |
| 7D | +6.6% | +14.3% | -7.7% | +7.7% |
| 30D | +13.9% | +16.2% | -2.3% | +15.3% |
| 3M | +4.0% | +15.1% | -11.1% | +5.5% |
| 6M | +10.0% | +44.2% | -34.2% | +13.3% |
| YTD | -6.1% | +89.8% | -96.0% | -0.7% |
| 1Y | -4.3% | +94.6% | -98.9% | +1.0% |
| All | -4.3% | +104.3% | -108.6% | +1.0% |
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