-68.9%
CBRS vs ROIV
+39.1%
-108.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.6% | +3.2% | +7.2% |
| 7D | +0.4% | +13.3% | -13.0% | -0.7% |
| 30D | -41.1% | +14.8% | -55.9% | -41.7% |
| 3M | -57.4% | +11.9% | -69.3% | -57.6% |
| All | -68.9% | +39.1% | -108.0% | -67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling