+76.6%
CB vs ROIV
+200.3%
-123.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | -3.1% | +1.0% | -4.1% | -3.2% |
| 3M | +9.0% | +18.3% | -9.3% | +8.2% |
| 6M | +2.9% | +18.3% | -15.5% | +2.0% |
| YTD | +10.1% | +61.0% | -50.9% | +7.3% |
| 1Y | +22.8% | +177.9% | -155.1% | +15.0% |
| All | +76.6% | +200.3% | -123.7% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling