+336.8%
ROIV vs CPB
-35.1%
+371.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -1.4% |
| 7D | +1.7% | -1.6% | +3.2% | +1.8% |
| 30D | +17.6% | +19.2% | -1.6% | +15.7% |
| 3M | +9.0% | -0.9% | +9.9% | +8.6% |
| 6M | +35.3% | +15.2% | +20.0% | +32.8% |
| YTD | +82.2% | -13.1% | +95.2% | +84.4% |
| 1Y | +92.3% | -22.4% | +114.7% | +98.0% |
| 3Y | +336.8% | -35.3% | +372.1% | +362.6% |
| All | +336.8% | -35.1% | +371.9% | +362.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling