+61.7%
CF vs ROIV
+177.7%
-116.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +6.1% |
| 30D | +14.8% | +1.0% | +13.9% | +15.1% |
| 3M | +14.1% | +18.3% | -4.2% | +17.1% |
| 6M | +28.5% | +18.3% | +10.2% | +33.4% |
| YTD | +74.9% | +61.0% | +14.0% | +80.5% |
| 1Y | +61.7% | +177.9% | -116.2% | +83.3% |
| All | +61.7% | +177.7% | -116.0% | +83.3% |
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 · 6 months rolling