+252.1%
ROIV vs CPB
-39.6%
+291.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.3% |
| 7D | -2.4% | +11.6% | -14.0% | -3.2% |
| 30D | +3.1% | +23.3% | -20.2% | +1.5% |
| 3M | +5.8% | +1.6% | +4.2% | +5.4% |
| 6M | +29.3% | +13.9% | +15.4% | +27.7% |
| YTD | +68.8% | -11.7% | +80.4% | +69.7% |
| 1Y | +81.0% | -18.2% | +99.2% | +83.3% |
| 3Y | +294.6% | -35.2% | +329.8% | +307.3% |
| 5Y | +373.1% | -30.5% | +403.7% | +410.8% |
| All | +252.1% | -39.6% | +291.7% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling