+379.0%
ROIV vs CDW
-5.0%
+384.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.2% | +3.7% |
| 7D | +13.3% | +9.3% | +4.0% | +11.4% |
| 30D | +14.8% | +15.8% | -1.0% | +11.6% |
| 3M | +11.9% | +21.8% | -9.9% | +7.0% |
| 6M | +42.4% | +58.8% | -16.4% | +26.4% |
| YTD | +87.4% | +22.8% | +64.6% | +75.2% |
| 1Y | +97.2% | +17.9% | +79.3% | +86.4% |
| 3Y | +375.7% | -17.4% | +393.1% | +385.4% |
| 5Y | +379.0% | -5.7% | +384.8% | +338.9% |
| All | +379.0% | -5.0% | +384.1% | +338.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling