+235.9%
ROIV vs CPB
-44.9%
+280.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.7% |
| 7D | +0.6% | -8.6% | +9.2% | +1.1% |
| 30D | +1.0% | -7.2% | +8.2% | +1.3% |
| 3M | +18.3% | +0.9% | +17.4% | +17.9% |
| 6M | +18.3% | -11.8% | +30.1% | +19.1% |
| YTD | +61.0% | -19.4% | +80.4% | +63.0% |
| 1Y | +177.9% | -30.4% | +208.3% | +185.0% |
| 3Y | +199.1% | -40.2% | +239.2% | +210.7% |
| 5Y | +250.7% | -39.5% | +290.2% | +279.9% |
| All | +235.9% | -44.9% | +280.8% | +264.2% |
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 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