+50.3%
CI vs ROIV
+287.3%
-237.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | +0.1% | +13.3% | -13.2% | -0.2% |
| 30D | +4.7% | +14.8% | -10.1% | +4.2% |
| 3M | +5.2% | +11.9% | -6.7% | +4.8% |
| 6M | +3.8% | +42.4% | -38.6% | +2.5% |
| YTD | +9.2% | +87.4% | -78.2% | +6.8% |
| 1Y | +14.3% | +97.2% | -83.0% | +11.5% |
| 3Y | +8.4% | +375.7% | -367.2% | +2.2% |
| 5Y | +50.0% | +379.0% | -329.0% | +35.2% |
| All | +50.3% | +287.3% | -237.1% | +39.2% |
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