+248.3%
CF vs ROIV
+248.8%
-0.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +6.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.4% |
| 30D | +2.2% | +3.1% | -0.9% | +2.1% |
| 3M | +2.1% | +5.8% | -3.7% | +2.0% |
| 6M | -6.5% | +29.3% | -35.8% | -7.1% |
| YTD | +55.6% | +68.8% | -13.2% | +53.0% |
| 1Y | +42.3% | +81.0% | -38.7% | +39.6% |
| 3Y | +55.7% | +294.6% | -238.9% | +48.4% |
| 5Y | +122.4% | +373.1% | -250.7% | +98.5% |
| All | +248.3% | +248.8% | -0.5% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling