+250.4%
ROIV vs CG
+10.1%
+240.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +0.6% | -4.3% | +5.0% | +2.1% |
| 30D | +1.0% | -5.1% | +6.0% | +2.5% |
| 3M | +18.3% | +8.7% | +9.6% | +14.0% |
| 6M | +18.3% | -9.2% | +27.6% | +21.2% |
| YTD | +61.0% | -18.9% | +79.8% | +70.7% |
| 1Y | +177.9% | -25.6% | +203.5% | +202.1% |
| 3Y | +199.1% | +57.3% | +141.8% | +129.0% |
| All | +250.4% | +10.1% | +240.2% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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