+273.8%
ROIV vs CRL
+42.2%
+231.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.8% | -1.7% | +4.2% |
| 7D | +5.3% | -6.1% | +11.4% | +6.8% |
| 30D | +11.9% | +12.4% | -0.5% | +8.3% |
| 3M | +10.7% | +27.1% | -16.4% | +3.5% |
| 6M | +34.9% | +85.7% | -50.8% | +13.5% |
| YTD | +79.2% | +69.2% | +10.0% | +53.1% |
| 1Y | +89.0% | +97.5% | -8.5% | +54.9% |
| 3Y | +337.3% | +86.1% | +251.3% | +247.1% |
| 5Y | +402.3% | -10.0% | +412.4% | +338.3% |
| All | +273.8% | +42.2% | +231.7% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling