+6.8%
CI vs ROIV
+200.3%
-193.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.3% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +4.4% | +1.0% | +3.5% | +4.4% |
| 3M | +0.7% | +18.3% | -17.6% | +0.4% |
| 6M | +0.3% | +18.3% | -18.0% | 0.0% |
| YTD | +3.8% | +61.0% | -57.2% | +2.8% |
| 1Y | -5.5% | +177.9% | -183.4% | -7.9% |
| All | +6.8% | +200.3% | -193.5% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling