+316.5%
ROIV vs CNI
+11.4%
+305.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.7% | +18.7% |
| 7D | +20.2% | +2.5% | +17.7% | +19.1% |
| 30D | +14.1% | -2.5% | +16.7% | +15.2% |
| 3M | +45.6% | +2.7% | +42.9% | +43.7% |
| 6M | +44.1% | +16.9% | +27.2% | +34.6% |
| YTD | +91.2% | +26.3% | +64.8% | +72.8% |
| 1Y | +221.3% | +31.1% | +190.2% | +185.0% |
| 3Y | +229.2% | +21.1% | +208.1% | +200.3% |
| 5Y | +316.5% | +11.0% | +305.4% | +283.7% |
| All | +316.5% | +11.4% | +305.1% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling