+411.6%
ROIV vs CPB
-31.3%
+442.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.3% |
| 7D | +5.3% | +8.0% | -2.6% | +4.7% |
| 30D | +11.9% | +22.4% | -10.5% | +10.1% |
| 3M | +10.7% | +2.5% | +8.2% | +10.2% |
| 6M | +34.9% | +12.2% | +22.7% | +33.1% |
| YTD | +79.2% | -12.8% | +92.0% | +80.6% |
| 1Y | +89.0% | -19.2% | +108.2% | +91.9% |
| 3Y | +337.3% | -35.6% | +372.9% | +354.4% |
| All | +411.6% | -31.3% | +442.9% | +539.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling