+292.5%
ROIV vs CGNX
-11.3%
+303.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.4% |
| 7D | +16.9% | +3.2% | +13.7% | +15.9% |
| 30D | +12.9% | +6.0% | +6.9% | +10.9% |
| 3M | +37.3% | +3.5% | +33.8% | +34.8% |
| 6M | +38.0% | +26.3% | +11.7% | +27.9% |
| YTD | +88.1% | +79.2% | +8.9% | +55.0% |
| 1Y | +183.3% | +43.8% | +139.5% | +145.6% |
| 3Y | +254.6% | +52.0% | +202.7% | +186.7% |
| 5Y | +309.8% | -24.0% | +333.9% | +255.8% |
| All | +292.5% | -11.3% | +303.8% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling