+50.6%
CI vs ROIV
+280.9%
-230.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.6% |
| 7D | -1.7% | +9.2% | -10.9% | -2.0% |
| 30D | +4.9% | +19.9% | -15.0% | +4.3% |
| 3M | +7.4% | +10.6% | -3.2% | +7.0% |
| 6M | +0.4% | +36.1% | -35.7% | -0.7% |
| YTD | +9.5% | +84.3% | -74.8% | +7.1% |
| 1Y | +12.0% | +87.6% | -75.6% | +9.4% |
| 3Y | +7.1% | +353.9% | -346.8% | +1.1% |
| 5Y | +49.3% | +376.1% | -326.7% | +34.7% |
| All | +50.6% | +280.9% | -230.2% | +39.6% |
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