+119.1%
CME vs ROIV
+280.9%
-161.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.1% |
| 7D | +2.7% | +9.2% | -6.5% | +2.6% |
| 30D | +13.5% | +19.9% | -6.4% | +13.2% |
| 3M | +20.9% | +10.6% | +10.3% | +20.7% |
| 6M | +11.5% | +36.1% | -24.6% | +10.9% |
| YTD | +19.5% | +84.3% | -64.8% | +17.9% |
| 1Y | +17.2% | +87.6% | -70.3% | +15.6% |
| 3Y | +65.1% | +353.9% | -288.8% | +59.8% |
| 5Y | +73.1% | +376.1% | -303.0% | +62.5% |
| All | +119.1% | +280.9% | -161.8% | +107.8% |
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