+401.3%
CAH vs ROIV
+316.9%
+84.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.8% | -21.5% | -3.3% |
| 7D | +0.5% | +20.2% | -19.7% | -0.2% |
| 30D | +1.7% | +14.1% | -12.4% | +1.2% |
| 3M | +17.9% | +45.6% | -27.7% | +16.1% |
| 6M | +10.9% | +44.1% | -33.2% | +9.2% |
| YTD | +17.9% | +91.2% | -73.3% | +14.6% |
| 1Y | +61.7% | +221.3% | -159.6% | +54.1% |
| 3Y | +183.7% | +229.2% | -45.5% | +168.5% |
| 5Y | +401.3% | +316.5% | +84.9% | +351.1% |
| All | +401.3% | +316.9% | +84.5% | +351.1% |
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