+273.8%
ROIV vs CPB
-39.6%
+313.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.3% |
| 7D | +5.3% | +8.0% | -2.6% | +4.8% |
| 30D | +11.9% | +22.4% | -10.5% | +10.3% |
| 3M | +10.7% | +3.8% | +6.9% | +10.2% |
| 6M | +34.9% | +13.7% | +21.3% | +33.2% |
| YTD | +79.2% | -11.7% | +90.9% | +80.2% |
| 1Y | +89.0% | -18.1% | +107.1% | +91.4% |
| 3Y | +337.3% | -34.7% | +372.1% | +351.4% |
| 5Y | +402.3% | -30.6% | +432.9% | +442.4% |
| All | +273.8% | -39.6% | +313.5% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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