+173.3%
CFG vs ROIV
+314.9%
-141.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -2.2% |
| 7D | -0.9% | +5.3% | -6.2% | -2.0% |
| 30D | +1.1% | +11.9% | -10.8% | -1.4% |
| 3M | -12.0% | +10.7% | -22.7% | -14.5% |
| 6M | -2.2% | +34.9% | -37.1% | -10.2% |
| YTD | +11.4% | +79.2% | -67.8% | -6.1% |
| 1Y | +27.8% | +89.0% | -61.2% | +5.6% |
| 3Y | +173.3% | +337.3% | -164.0% | +62.1% |
| All | +173.3% | +314.9% | -141.6% | +62.1% |
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