+411.6%
ROIV vs CRL
-10.4%
+421.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.8% | -1.7% | +4.1% |
| 7D | +5.3% | -6.1% | +11.4% | +6.9% |
| 30D | +11.9% | +12.4% | -0.5% | +8.1% |
| 3M | +10.7% | +27.1% | -16.4% | +3.0% |
| 6M | +34.9% | +85.7% | -50.8% | +12.0% |
| YTD | +79.2% | +69.2% | +10.0% | +51.3% |
| 1Y | +89.0% | +97.5% | -8.5% | +52.6% |
| 3Y | +337.3% | +86.1% | +251.3% | +239.6% |
| All | +411.6% | -10.4% | +421.9% | +373.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling