+463.3%
CAH vs ROIV
+298.6%
+164.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +5.9% | +9.5% | -3.5% | +5.6% |
| 30D | +16.5% | +21.0% | -4.5% | +15.8% |
| 3M | +15.7% | +18.7% | -3.0% | +14.9% |
| 6M | +52.7% | +44.5% | +8.2% | +50.3% |
| YTD | +36.3% | +92.9% | -56.6% | +32.4% |
| 1Y | +36.7% | +100.2% | -63.5% | +32.6% |
| 3Y | +178.2% | +375.0% | -196.9% | +160.2% |
| 5Y | +515.8% | +435.2% | +80.6% | +450.6% |
| All | +463.3% | +298.6% | +164.8% | +410.7% |
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