+400.7%
CAH vs ROIV
+232.7%
+168.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | +5.4% | +0.6% | +4.8% | +5.4% |
| 30D | +3.3% | +1.0% | +2.4% | +3.3% |
| 3M | +22.8% | +18.3% | +4.5% | +21.9% |
| 6M | +11.3% | +18.3% | -7.1% | +10.3% |
| YTD | +21.1% | +61.0% | -39.8% | +18.5% |
| 1Y | +67.2% | +177.9% | -110.6% | +60.1% |
| 3Y | +195.6% | +199.1% | -3.4% | +180.5% |
| 5Y | +413.8% | +250.7% | +163.1% | +371.0% |
| All | +400.7% | +232.7% | +168.1% | +357.2% |
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