+92.3%
ROIV vs CAI
-6.2%
+98.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.5% |
| 7D | +1.7% | -8.7% | +10.4% | +3.2% |
| 30D | +17.6% | -23.8% | +41.4% | +22.6% |
| 3M | +9.0% | +3.9% | +5.1% | +7.1% |
| 6M | +35.3% | +56.8% | -21.6% | +20.8% |
| YTD | +82.2% | -14.6% | +96.8% | +81.0% |
| 1Y | +92.3% | -5.2% | +97.5% | +86.8% |
| All | +92.3% | -6.2% | +98.5% | +86.8% |
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 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