+506.1%
CAH vs ROIV
+378.2%
+127.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | +1.3% |
| 7D | +8.5% | +5.3% | +3.1% | +8.3% |
| 30D | +17.0% | +11.9% | +5.2% | +16.6% |
| 3M | +14.6% | +10.7% | +3.9% | +14.1% |
| 6M | +42.5% | +34.9% | +7.6% | +40.8% |
| YTD | +33.5% | +79.2% | -45.7% | +30.3% |
| 1Y | +38.5% | +89.0% | -50.5% | +34.9% |
| 3Y | +179.0% | +337.3% | -158.3% | +163.6% |
| All | +506.1% | +378.2% | +127.9% | +442.1% |
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