+198.5%
ROIV vs CLBK
+57.4%
+141.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | +1.0% | +9.1% | -8.2% | -1.1% |
| 3M | +18.3% | +27.7% | -9.4% | +11.3% |
| 6M | +18.3% | +40.8% | -22.5% | +8.7% |
| YTD | +61.0% | +66.4% | -5.4% | +42.0% |
| 1Y | +177.9% | +72.4% | +105.5% | +141.8% |
| All | +198.5% | +57.4% | +141.2% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling