+53.3%
CI vs ROIV
+248.8%
-195.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | +1.0% | -2.4% | +3.4% | +1.1% |
| 30D | +9.9% | +3.1% | +6.8% | +9.8% |
| 3M | +12.1% | +5.8% | +6.2% | +11.8% |
| 6M | +10.6% | +29.3% | -18.7% | +9.5% |
| YTD | +11.4% | +68.8% | -57.4% | +9.2% |
| 1Y | +18.8% | +81.0% | -62.2% | +16.2% |
| 3Y | +2.9% | +294.6% | -291.8% | -2.5% |
| 5Y | +54.5% | +373.1% | -318.6% | +39.6% |
| All | +53.3% | +248.8% | -195.5% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling