-42.6%
CAG vs ROIV
+232.7%
-275.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -3.8% | +0.6% | -4.4% | -3.8% |
| 30D | +3.1% | +1.0% | +2.2% | +3.1% |
| 3M | +23.5% | +18.3% | +5.2% | +23.1% |
| 6M | -14.8% | +18.3% | -33.2% | -15.1% |
| YTD | -5.4% | +61.0% | -66.4% | -6.2% |
| 1Y | -11.8% | +177.9% | -189.7% | -13.5% |
| 3Y | -36.7% | +199.1% | -235.7% | -38.1% |
| 5Y | -40.3% | +250.7% | -291.0% | -44.0% |
| All | -42.6% | +232.7% | -275.2% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling