+177.9%
ROIV vs CAI
-31.3%
+209.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +1.0% | +52.4% | -51.4% | -6.2% |
| 3M | +18.3% | +45.1% | -26.8% | +10.7% |
| 6M | +18.3% | +26.2% | -7.9% | +11.4% |
| YTD | +61.0% | -7.1% | +68.0% | +55.4% |
| 1Y | +177.9% | -31.0% | +208.9% | +174.4% |
| All | +177.9% | -31.3% | +209.1% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling