+235.9%
ROIV vs CP
+43.6%
+192.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.6% | -2.7% | +3.3% | +1.4% |
| 30D | +1.0% | +0.2% | +0.8% | +0.8% |
| 3M | +18.3% | +2.6% | +15.7% | +17.0% |
| 6M | +18.3% | +6.0% | +12.4% | +15.5% |
| YTD | +61.0% | +24.9% | +36.0% | +48.9% |
| 1Y | +177.9% | +20.1% | +157.8% | +159.8% |
| 3Y | +199.1% | +16.4% | +182.7% | +179.3% |
| 5Y | +250.7% | +31.7% | +219.0% | +222.3% |
| All | +235.9% | +43.6% | +192.3% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 all: compounded portfolio wealth divided by compounded CP 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…
all analysis · Full analysis span regression · 6 months rolling