+367.5%
ROIV vs CPB
-36.1%
+403.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +14.3% | +2.9% | +11.4% | +14.0% |
| 30D | +16.2% | +17.6% | -1.4% | +14.5% |
| 3M | +15.1% | +2.0% | +13.1% | +14.6% |
| 6M | +44.2% | +11.6% | +32.6% | +42.0% |
| YTD | +89.8% | -13.8% | +103.6% | +92.2% |
| 1Y | +94.6% | -21.6% | +116.1% | +99.8% |
| 3Y | +367.5% | -35.8% | +403.4% | +398.2% |
| All | +367.5% | -36.1% | +403.6% | +398.2% |
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 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