+32.5%
CL vs ROIV
+287.3%
-254.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.4% |
| 7D | +0.5% | +13.3% | -12.8% | +0.3% |
| 30D | +11.6% | +14.8% | -3.2% | +11.3% |
| 3M | +5.6% | +11.9% | -6.3% | +5.4% |
| 6M | +13.2% | +42.4% | -29.3% | +12.4% |
| YTD | +26.9% | +87.4% | -60.5% | +25.4% |
| 1Y | +27.3% | +97.2% | -69.9% | +25.6% |
| 3Y | +39.7% | +375.7% | -336.0% | +35.5% |
| 5Y | +41.3% | +379.0% | -337.7% | +34.4% |
| All | +32.5% | +287.3% | -254.9% | +26.1% |
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