+435.2%
ROIV vs CRL
-12.2%
+447.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +9.5% | +5.0% | +4.4% | +8.1% |
| 30D | +21.0% | +13.5% | +7.5% | +16.6% |
| 3M | +18.7% | +21.5% | -2.8% | +11.9% |
| 6M | +44.5% | +103.4% | -58.9% | +17.3% |
| YTD | +92.9% | +71.8% | +21.1% | +62.5% |
| 1Y | +100.2% | +97.5% | +2.7% | +62.0% |
| 3Y | +375.0% | +99.2% | +275.8% | +261.3% |
| 5Y | +435.2% | -12.1% | +447.3% | +371.0% |
| All | +435.2% | -12.2% | +447.4% | +371.0% |
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