+221.3%
ROIV vs CRL
+72.1%
+149.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.7% | +21.4% | +19.3% |
| 7D | +20.2% | -0.6% | +20.7% | +20.1% |
| 30D | +14.1% | +5.0% | +9.2% | +12.6% |
| 3M | +45.6% | +50.6% | -5.0% | +30.7% |
| 6M | +44.1% | +60.9% | -16.8% | +26.3% |
| YTD | +91.2% | +40.7% | +50.4% | +72.2% |
| 1Y | +221.3% | +73.3% | +148.0% | +176.4% |
| All | +221.3% | +72.1% | +149.2% | +176.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling