+284.5%
ROIV vs CPAY
+68.4%
+216.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.1% |
| 7D | +9.2% | +2.0% | +7.2% | +8.7% |
| 30D | +19.9% | +14.3% | +5.7% | +16.2% |
| 3M | +10.6% | +11.3% | -0.7% | +7.6% |
| 6M | +36.1% | +34.8% | +1.3% | +25.8% |
| YTD | +84.3% | +51.5% | +32.8% | +64.1% |
| 1Y | +87.6% | +59.0% | +28.5% | +64.8% |
| 3Y | +353.9% | +97.2% | +256.7% | +270.9% |
| 5Y | +376.1% | +88.8% | +287.3% | +297.8% |
| All | +284.5% | +68.4% | +216.2% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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