+39.9%
CL vs ROIV
+378.2%
-338.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.3% | -2.2% |
| 7D | +1.3% | +5.3% | -4.0% | +1.3% |
| 30D | +11.4% | +11.9% | -0.5% | +11.2% |
| 3M | +4.4% | +10.7% | -6.3% | +4.2% |
| 6M | +10.8% | +34.9% | -24.1% | +10.2% |
| YTD | +25.1% | +79.2% | -54.0% | +23.9% |
| 1Y | +28.0% | +89.0% | -61.1% | +26.6% |
| 3Y | +37.6% | +337.3% | -299.7% | +34.1% |
| All | +39.9% | +378.2% | -338.3% | +33.0% |
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