+280.1%
ROIV vs CDW
+38.6%
+241.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.7% | +9.3% | -7.7% | 0.0% |
| 30D | +17.6% | +14.4% | +3.2% | +14.8% |
| 3M | +9.0% | +21.4% | -12.5% | +4.6% |
| 6M | +35.3% | +72.8% | -37.5% | +19.0% |
| YTD | +82.2% | +28.0% | +54.1% | +69.7% |
| 1Y | +92.3% | +19.3% | +72.9% | +82.4% |
| 3Y | +336.8% | -15.3% | +352.1% | +343.4% |
| 5Y | +370.6% | -3.8% | +374.4% | +332.1% |
| All | +280.1% | +38.6% | +241.5% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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