+284.5%
ROIV vs CLBK
+68.7%
+215.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.2% |
| 7D | +9.2% | +2.5% | +6.8% | +8.8% |
| 30D | +19.9% | +3.7% | +16.2% | +19.2% |
| 3M | +10.6% | -3.3% | +13.9% | +11.2% |
| 6M | +36.1% | +29.6% | +6.4% | +29.5% |
| YTD | +84.3% | +60.3% | +24.0% | +68.7% |
| 1Y | +87.6% | +63.4% | +24.1% | +70.9% |
| 3Y | +353.9% | +53.8% | +300.1% | +313.4% |
| 5Y | +376.1% | +29.0% | +347.1% | +334.9% |
| All | +284.5% | +68.7% | +215.8% | +250.4% |
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