+100.2%
ROIV vs CPB
-23.3%
+123.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | +9.5% | -4.1% | +13.6% | +9.5% |
| 30D | +21.0% | +16.9% | +4.1% | +20.9% |
| 3M | +18.7% | -0.6% | +19.3% | +17.9% |
| 6M | +44.5% | +11.4% | +33.1% | +44.3% |
| YTD | +92.9% | -14.8% | +107.7% | +93.1% |
| 1Y | +100.2% | -24.8% | +125.0% | +101.2% |
| All | +100.2% | -23.3% | +123.5% | +101.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling