+19.6%
CME vs ROIV
+97.8%
-78.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +1.6% |
| 7D | +4.8% | +3.0% | +1.8% | +4.9% |
| 30D | +14.2% | +6.8% | +7.3% | +14.4% |
| 3M | +17.9% | +10.5% | +7.4% | +18.6% |
| 6M | +7.2% | +34.8% | -27.6% | +8.1% |
| YTD | +16.7% | +76.2% | -59.4% | +14.8% |
| 1Y | +19.6% | +92.4% | -72.8% | +17.2% |
| All | +19.6% | +97.8% | -78.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling