+273.8%
ROIV vs CLBK
+66.3%
+207.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.0% |
| 7D | +5.3% | +0.6% | +4.7% | +5.2% |
| 30D | +11.9% | +2.9% | +9.0% | +11.3% |
| 3M | +10.7% | +3.0% | +7.8% | +10.0% |
| 6M | +34.9% | +27.3% | +7.6% | +28.8% |
| YTD | +79.2% | +58.0% | +21.2% | +64.4% |
| 1Y | +89.0% | +62.4% | +26.6% | +72.4% |
| 3Y | +337.3% | +46.9% | +290.4% | +300.9% |
| 5Y | +402.3% | +25.3% | +377.1% | +360.1% |
| All | +273.8% | +66.3% | +207.5% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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