+250.4%
ROIV vs CRL
-35.5%
+285.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | +0.6% | -1.0% | +1.7% | +0.9% |
| 30D | +1.0% | +10.7% | -9.7% | -1.9% |
| 3M | +18.3% | +55.3% | -37.0% | +4.4% |
| 6M | +18.3% | +60.7% | -42.3% | +2.7% |
| YTD | +61.0% | +44.6% | +16.3% | +43.1% |
| 1Y | +177.9% | +77.7% | +100.1% | +132.3% |
| 3Y | +199.1% | +37.6% | +161.4% | +156.9% |
| All | +250.4% | -35.5% | +285.9% | +224.2% |
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 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