+262.6%
ROIV vs CAI
-8.1%
+270.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.0% | +19.7% | +18.9% |
| 7D | +20.2% | +0.2% | +20.0% | +20.1% |
| 30D | +14.1% | +9.1% | +5.0% | +12.5% |
| 3M | +45.6% | +53.8% | -8.2% | +35.8% |
| 6M | +44.1% | +33.5% | +10.6% | +35.4% |
| YTD | +91.2% | -8.0% | +99.2% | +85.3% |
| 1Y | +221.3% | -28.7% | +250.0% | +215.6% |
| All | +262.6% | -8.1% | +270.7% | +242.8% |
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