+337.3%
ROIV vs CDW
-21.8%
+359.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +6.3% |
| 7D | +5.3% | +2.1% | +3.3% | +5.1% |
| 30D | +11.9% | +14.7% | -2.9% | +10.5% |
| 3M | +10.7% | +11.1% | -0.4% | +9.1% |
| 6M | +34.9% | +45.6% | -10.7% | +26.6% |
| YTD | +79.2% | +17.1% | +62.1% | +73.6% |
| 1Y | +89.0% | +13.2% | +75.8% | +84.4% |
| 3Y | +337.3% | -22.2% | +359.5% | +332.6% |
| All | +337.3% | -21.8% | +359.1% | +332.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling