+362.4%
ROIV vs CRL
+100.7%
+261.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +9.5% | +5.0% | +4.4% | +8.3% |
| 30D | +21.0% | +13.5% | +7.5% | +17.3% |
| 3M | +18.7% | +21.5% | -2.8% | +13.1% |
| 6M | +44.5% | +103.4% | -58.9% | +21.4% |
| YTD | +92.9% | +71.8% | +21.1% | +67.1% |
| 1Y | +100.2% | +97.5% | +2.7% | +68.0% |
| All | +362.4% | +100.7% | +261.8% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling