+92.1%
ROIV vs CRL
+111.4%
-19.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +3.6% |
| 7D | +13.3% | +4.4% | +8.9% | +11.9% |
| 30D | +14.8% | +17.1% | -2.3% | +10.5% |
| 3M | +11.9% | +32.1% | -20.2% | +4.6% |
| 6M | +42.4% | +98.9% | -56.5% | +18.4% |
| YTD | +87.4% | +77.1% | +10.3% | +58.8% |
| All | +92.1% | +111.4% | -19.3% | +54.3% |
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