+302.4%
ROIV vs CDW
+39.7%
+262.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +9.5% | +2.6% | +6.9% | +9.0% |
| 30D | +21.0% | +20.4% | +0.6% | +17.0% |
| 3M | +18.7% | +28.5% | -9.7% | +12.7% |
| 6M | +44.5% | +70.6% | -26.1% | +27.5% |
| YTD | +92.9% | +29.1% | +63.8% | +79.4% |
| 1Y | +100.2% | +23.8% | +76.5% | +88.1% |
| 3Y | +375.0% | -14.5% | +389.5% | +381.2% |
| 5Y | +435.2% | -1.6% | +436.7% | +390.1% |
| All | +302.4% | +39.7% | +262.7% | +256.2% |
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