+386.2%
CAH vs ROIV
+298.2%
+88.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -2.2% | +22.3% | -24.6% | -3.0% |
| 30D | +1.2% | +16.9% | -15.7% | +0.6% |
| 3M | +13.1% | +43.9% | -30.8% | +11.4% |
| 6M | +8.5% | +41.6% | -33.1% | +6.8% |
| YTD | +17.6% | +92.7% | -75.1% | +14.3% |
| 1Y | +60.7% | +210.2% | -149.5% | +53.2% |
| 3Y | +183.2% | +231.8% | -48.7% | +167.6% |
| 5Y | +402.2% | +319.8% | +82.4% | +357.2% |
| All | +386.2% | +298.2% | +88.0% | +340.9% |
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