+30.9%
CL vs ROIV
+200.3%
-169.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | -4.8% | +1.0% | -5.8% | -4.9% |
| 3M | +4.9% | +18.3% | -13.4% | +4.4% |
| 6M | -5.7% | +18.3% | -24.0% | -6.2% |
| YTD | +14.4% | +61.0% | -46.6% | +12.8% |
| 1Y | +8.7% | +177.9% | -169.1% | +5.0% |
| All | +30.9% | +200.3% | -169.5% | +24.4% |
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 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