+273.8%
ROIV vs CPB
-40.4%
+314.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.3% |
| 7D | +5.3% | +8.0% | -2.6% | +4.8% |
| 30D | +11.9% | +22.4% | -10.5% | +10.3% |
| 3M | +10.7% | +2.5% | +8.2% | +10.3% |
| 6M | +34.9% | +12.2% | +22.7% | +33.3% |
| YTD | +79.2% | -12.8% | +92.0% | +80.3% |
| 1Y | +89.0% | -19.2% | +108.2% | +91.5% |
| 3Y | +337.3% | -35.6% | +372.9% | +351.7% |
| 5Y | +402.3% | -31.4% | +433.8% | +442.8% |
| All | +273.8% | -40.4% | +314.2% | +302.8% |
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 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