+51.2%
CI vs ROIV
+380.3%
-329.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +1.1% |
| 30D | +2.6% | +17.6% | -15.0% | +2.0% |
| 3M | +7.4% | +9.0% | -1.5% | +7.1% |
| 6M | -0.1% | +35.3% | -35.4% | -1.3% |
| YTD | +9.7% | +82.2% | -72.4% | +7.2% |
| 1Y | +12.1% | +92.3% | -80.1% | +9.3% |
| 3Y | +7.0% | +336.8% | -329.8% | +0.6% |
| All | +51.2% | +380.3% | -329.1% | +34.7% |
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 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