-41.3%
CAG vs ROIV
+316.9%
-358.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.8% | -20.2% | -1.6% |
| 7D | -5.3% | +20.2% | -25.4% | -5.5% |
| 30D | +1.0% | +14.1% | -13.2% | +0.9% |
| 3M | +17.4% | +45.6% | -28.2% | +16.8% |
| 6M | -16.8% | +44.1% | -60.9% | -17.2% |
| YTD | -6.8% | +91.2% | -97.9% | -7.7% |
| 1Y | -15.4% | +221.3% | -236.7% | -17.1% |
| 3Y | -37.1% | +229.2% | -266.3% | -38.6% |
| 5Y | -41.3% | +316.5% | -357.7% | -44.5% |
| All | -41.3% | +316.9% | -358.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling