+18.3%
ROIV vs CRL
+63.9%
-45.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -1.7% |
| 3M | +18.3% | +55.3% | -37.0% | +3.9% |
| 6M | +18.3% | +60.7% | -42.3% | +1.9% |
| All | +18.3% | +63.9% | -45.5% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling