+168.4%
CB vs ROIV
+276.5%
-108.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | +2.9% | +1.7% | +1.3% | +2.9% |
| 30D | +7.3% | +17.6% | -10.3% | +7.0% |
| 3M | +9.4% | +9.0% | +0.4% | +9.2% |
| 6M | +19.6% | +35.3% | -15.7% | +18.7% |
| YTD | +21.5% | +82.2% | -60.7% | +19.4% |
| 1Y | +28.0% | +92.3% | -64.3% | +25.6% |
| 3Y | +74.9% | +336.8% | -261.9% | +67.4% |
| 5Y | +108.1% | +370.6% | -262.5% | +92.7% |
| All | +168.4% | +276.5% | -108.1% | +148.9% |
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