+165.5%
CB vs ROIV
+280.9%
-115.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.5% |
| 7D | 0.0% | +9.2% | -9.2% | -0.1% |
| 30D | +7.4% | +19.9% | -12.5% | +7.0% |
| 3M | +8.6% | +10.6% | -2.0% | +8.3% |
| 6M | +16.1% | +36.1% | -19.9% | +15.2% |
| YTD | +20.2% | +84.3% | -64.1% | +18.1% |
| 1Y | +27.2% | +87.6% | -60.4% | +24.9% |
| 3Y | +72.7% | +353.9% | -281.2% | +65.2% |
| 5Y | +105.9% | +376.1% | -270.1% | +90.6% |
| All | +165.5% | +280.9% | -115.3% | +146.2% |
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 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