+249.6%
ROIV vs CAI
-11.3%
+260.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -4.2% |
| 7D | +9.2% | -8.0% | +17.2% | +10.4% |
| 30D | +19.9% | -18.9% | +38.8% | +23.1% |
| 3M | +10.6% | +7.6% | +3.0% | +8.9% |
| 6M | +36.1% | +43.0% | -6.9% | +27.3% |
| YTD | +84.3% | -11.2% | +95.5% | +78.9% |
| 1Y | +87.6% | -3.3% | +90.8% | +81.6% |
| All | +249.6% | -11.3% | +260.8% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling