+111.5%
CME vs ROIV
+287.3%
-175.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -0.5% |
| 7D | -0.6% | +13.3% | -13.9% | -0.7% |
| 30D | +8.5% | +14.8% | -6.2% | +8.3% |
| 3M | +16.0% | +11.9% | +4.1% | +15.8% |
| 6M | +9.3% | +42.4% | -33.1% | +8.7% |
| YTD | +15.3% | +87.4% | -72.1% | +13.8% |
| 1Y | +14.4% | +97.2% | -82.8% | +12.8% |
| 3Y | +59.9% | +375.7% | -315.8% | +54.6% |
| 5Y | +69.4% | +379.0% | -309.6% | +59.0% |
| All | +111.5% | +287.3% | -175.9% | +100.5% |
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