+167.2%
CB vs ROIV
+264.1%
-96.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | +2.0% |
| 7D | +5.3% | +3.0% | +2.2% | +5.2% |
| 30D | +13.2% | +6.8% | +6.4% | +13.1% |
| 3M | +7.8% | +10.5% | -2.8% | +7.5% |
| 6M | +15.8% | +34.8% | -19.0% | +14.9% |
| YTD | +21.0% | +76.2% | -55.2% | +19.0% |
| 1Y | +32.2% | +92.4% | -60.2% | +29.7% |
| 3Y | +76.7% | +312.0% | -235.3% | +69.3% |
| 5Y | +110.4% | +388.3% | -277.9% | +94.4% |
| All | +167.2% | +264.1% | -96.9% | +148.0% |
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