+73.0%
CF vs ROIV
+200.3%
-127.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.2% |
| 7D | +6.0% | +0.6% | +5.4% | +6.0% |
| 30D | +14.8% | +1.0% | +13.9% | +14.8% |
| 3M | +14.1% | +18.3% | -4.2% | +13.7% |
| 6M | +28.5% | +18.3% | +10.2% | +28.2% |
| YTD | +74.9% | +61.0% | +14.0% | +70.0% |
| 1Y | +61.7% | +177.9% | -116.2% | +49.5% |
| All | +73.0% | +200.3% | -127.3% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling