+33.5%
CL vs ROIV
+248.8%
-215.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | 0.0% |
| 7D | +5.9% | -2.4% | +8.3% | +6.0% |
| 30D | +13.8% | +3.1% | +10.7% | +13.7% |
| 3M | +6.4% | +5.8% | +0.6% | +6.3% |
| 6M | +15.6% | +29.3% | -13.7% | +15.0% |
| YTD | +27.9% | +68.8% | -40.9% | +26.5% |
| 1Y | +31.4% | +81.0% | -49.6% | +29.8% |
| 3Y | +41.4% | +294.6% | -253.2% | +37.5% |
| 5Y | +42.8% | +373.1% | -330.3% | +35.5% |
| All | +33.5% | +248.8% | -215.3% | +27.3% |
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