+113.0%
CF vs ROIV
+413.6%
-300.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | +4.8% | +14.3% | -9.5% | +4.6% |
| 30D | +9.7% | +16.2% | -6.5% | +9.5% |
| 3M | +1.2% | +15.1% | -13.9% | +1.1% |
| 6M | +7.4% | +44.2% | -36.9% | +6.8% |
| YTD | +60.5% | +89.8% | -29.3% | +58.0% |
| 1Y | +50.7% | +94.6% | -43.8% | +48.2% |
| 3Y | +64.8% | +367.5% | -302.7% | +57.3% |
| All | +113.0% | +413.6% | -300.6% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling