+302.4%
ROIV vs CRL
+44.3%
+258.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +9.5% | +5.0% | +4.4% | +8.2% |
| 30D | +21.0% | +13.5% | +7.5% | +16.8% |
| 3M | +18.7% | +21.5% | -2.8% | +12.3% |
| 6M | +44.5% | +103.4% | -58.9% | +18.8% |
| YTD | +92.9% | +71.8% | +21.1% | +64.2% |
| 1Y | +100.2% | +97.5% | +2.7% | +64.2% |
| 3Y | +375.0% | +99.2% | +275.8% | +269.6% |
| 5Y | +435.2% | -12.1% | +447.3% | +366.5% |
| All | +302.4% | +44.3% | +258.1% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling