+39.4%
CL vs ROIV
+379.0%
-339.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.6% | +14.3% | -11.7% | +2.2% |
| 30D | +11.8% | +16.2% | -4.5% | +11.3% |
| 3M | +5.9% | +15.1% | -9.2% | +5.5% |
| 6M | +13.3% | +44.2% | -30.9% | +12.0% |
| YTD | +27.1% | +89.8% | -62.7% | +24.2% |
| 1Y | +28.0% | +94.6% | -66.6% | +24.9% |
| 3Y | +39.4% | +367.5% | -328.1% | +24.5% |
| All | +39.4% | +379.0% | -339.6% | +24.5% |
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