+120.8%
CME vs ROIV
+276.5%
-155.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | +3.9% | +1.7% | +2.3% | +3.9% |
| 30D | +11.3% | +17.6% | -6.2% | +11.1% |
| 3M | +19.6% | +9.0% | +10.6% | +19.4% |
| 6M | +8.1% | +35.3% | -27.2% | +7.5% |
| YTD | +20.4% | +82.2% | -61.8% | +18.8% |
| 1Y | +16.5% | +92.3% | -75.8% | +14.9% |
| 3Y | +66.4% | +336.8% | -270.4% | +61.2% |
| 5Y | +74.5% | +370.6% | -296.1% | +63.8% |
| All | +120.8% | +276.5% | -155.7% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling