+64.0%
CFG vs ROIV
+369.5%
-305.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -2.7% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | +0.4% | +3.1% | -2.7% | 0.0% |
| 3M | -12.6% | +5.8% | -18.4% | -13.4% |
| 6M | +0.6% | +29.3% | -28.7% | -2.6% |
| YTD | +12.4% | +68.8% | -56.3% | +5.5% |
| 1Y | +27.7% | +81.0% | -53.3% | +18.8% |
| 3Y | +172.4% | +294.6% | -122.2% | +133.6% |
| 5Y | +64.0% | +373.1% | -309.2% | +26.0% |
| All | +64.0% | +369.5% | -305.5% | +26.0% |
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