+17.1%
CI vs ROIV
+93.5%
-76.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.7% |
| 7D | -1.6% | +5.3% | -6.9% | -1.6% |
| 30D | +5.4% | +11.9% | -6.5% | +5.4% |
| 3M | +7.3% | +10.7% | -3.5% | +7.3% |
| 6M | +5.3% | +34.9% | -29.6% | +4.8% |
| YTD | +8.5% | +79.2% | -70.7% | +5.4% |
| 1Y | +17.1% | +89.0% | -71.9% | +12.3% |
| All | +17.1% | +93.5% | -76.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling