+235.9%
ROIV vs CPAY
+53.7%
+182.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.6% | +2.1% | -1.4% | +0.1% |
| 30D | +1.0% | +5.5% | -4.6% | -0.5% |
| 3M | +18.3% | +16.6% | +1.7% | +13.4% |
| 6M | +18.3% | +26.7% | -8.3% | +10.8% |
| YTD | +61.0% | +38.4% | +22.6% | +46.7% |
| 1Y | +177.9% | +30.1% | +147.7% | +156.7% |
| 3Y | +199.1% | +52.6% | +146.5% | +159.6% |
| 5Y | +250.7% | +59.0% | +191.7% | +201.8% |
| All | +235.9% | +53.7% | +182.1% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling