+273.8%
ROIV vs CG
+62.0%
+211.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.4% |
| 7D | +5.3% | -1.2% | +6.5% | +5.8% |
| 30D | +11.9% | +5.0% | +6.9% | +10.1% |
| 3M | +10.7% | -18.2% | +28.9% | +17.4% |
| 6M | +34.9% | -20.7% | +55.6% | +43.8% |
| YTD | +79.2% | -31.4% | +110.6% | +99.3% |
| 1Y | +89.0% | -22.3% | +111.3% | +101.1% |
| 3Y | +337.3% | +50.2% | +287.2% | +246.2% |
| 5Y | +402.3% | -22.1% | +424.4% | +348.5% |
| All | +273.8% | +62.0% | +211.9% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling