+302.4%
ROIV vs CPAY
+70.6%
+231.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +9.5% | +10.4% | -0.9% | +6.9% |
| 30D | +21.0% | +16.2% | +4.8% | +16.8% |
| 3M | +18.7% | +13.7% | +5.0% | +14.9% |
| 6M | +44.5% | +35.2% | +9.3% | +33.5% |
| YTD | +92.9% | +53.5% | +39.3% | +71.2% |
| 1Y | +100.2% | +58.9% | +41.3% | +76.0% |
| 3Y | +375.0% | +99.8% | +275.2% | +286.9% |
| 5Y | +435.2% | +93.3% | +341.9% | +345.5% |
| All | +302.4% | +70.6% | +231.8% | +238.8% |
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