+235.9%
ROIV vs CDW
+23.0%
+212.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +0.6% | +3.2% | -2.5% | 0.0% |
| 30D | +1.0% | +9.3% | -8.3% | -1.0% |
| 3M | +18.3% | +9.8% | +8.5% | +15.4% |
| 6M | +18.3% | +23.3% | -5.0% | +10.9% |
| YTD | +61.0% | +13.7% | +47.3% | +53.7% |
| 1Y | +177.9% | -6.5% | +184.4% | +179.1% |
| 3Y | +199.1% | -25.2% | +224.3% | +211.4% |
| 5Y | +250.7% | -19.5% | +270.2% | +231.3% |
| All | +235.9% | +23.0% | +212.9% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling