+132.8%
CFG vs ROIV
+287.3%
-154.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.5% |
| 7D | +0.3% | +13.3% | -13.1% | -0.9% |
| 30D | +3.2% | +14.8% | -11.5% | +1.8% |
| 3M | -9.7% | +11.9% | -21.6% | -10.9% |
| 6M | +3.6% | +42.4% | -38.8% | -0.4% |
| YTD | +14.7% | +87.4% | -72.7% | +7.0% |
| 1Y | +29.6% | +97.2% | -67.7% | +20.2% |
| 3Y | +190.6% | +375.7% | -185.1% | +148.6% |
| 5Y | +67.1% | +379.0% | -312.0% | +31.6% |
| All | +132.8% | +287.3% | -154.5% | +82.9% |
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