+49.6%
CF vs ROIV
+93.5%
-43.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +1.5% |
| 7D | -3.2% | +5.3% | -8.5% | -2.4% |
| 30D | +4.3% | +11.9% | -7.6% | +5.9% |
| 3M | +2.8% | +10.7% | -7.9% | +4.7% |
| 6M | +0.6% | +34.9% | -34.3% | +5.8% |
| YTD | +56.6% | +79.2% | -22.5% | +61.6% |
| 1Y | +49.6% | +89.0% | -39.4% | +51.4% |
| All | +49.6% | +93.5% | -43.9% | +51.4% |
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