+389.2%
ROIV vs CRL
-12.1%
+401.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.9% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +17.6% | +11.9% | +5.7% | +13.7% |
| 3M | +9.0% | +20.2% | -11.2% | +3.0% |
| 6M | +35.3% | +107.5% | -72.3% | +9.2% |
| YTD | +82.2% | +69.4% | +12.7% | +54.0% |
| 1Y | +92.3% | +99.7% | -7.5% | +55.0% |
| 3Y | +336.8% | +98.8% | +238.0% | +231.9% |
| All | +389.2% | -12.1% | +401.3% | +332.8% |
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