+250.7%
CF vs ROIV
+270.3%
-19.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +0.6% |
| 7D | -3.2% | +5.3% | -8.5% | -3.2% |
| 30D | +4.3% | +11.9% | -7.6% | +4.1% |
| 3M | +2.8% | +10.7% | -7.9% | +2.6% |
| 6M | +0.6% | +34.9% | -34.3% | 0.0% |
| YTD | +56.6% | +79.2% | -22.5% | +53.9% |
| 1Y | +49.6% | +89.0% | -39.4% | +46.7% |
| 3Y | +61.5% | +337.3% | -275.9% | +53.6% |
| 5Y | +124.0% | +402.3% | -278.4% | +99.7% |
| All | +250.7% | +270.3% | -19.6% | +224.2% |
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