+60.4%
CFG vs ROIV
+380.3%
-319.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +3.2% | +1.7% | +1.5% | +3.0% |
| 30D | +5.1% | +17.6% | -12.4% | +3.3% |
| 3M | -11.2% | +9.0% | -20.2% | -12.3% |
| 6M | +9.6% | +35.3% | -25.7% | +5.4% |
| YTD | +15.0% | +82.2% | -67.2% | +6.8% |
| 1Y | +29.9% | +92.3% | -62.4% | +19.8% |
| 3Y | +192.1% | +336.8% | -144.7% | +147.1% |
| All | +60.4% | +380.3% | -319.9% | +20.1% |
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 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