+114.6%
CME vs ROIV
+292.3%
-177.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +1.7% | +14.3% | -12.6% | +1.5% |
| 30D | +10.2% | +16.2% | -6.1% | +9.9% |
| 3M | +17.8% | +15.1% | +2.7% | +17.5% |
| 6M | +11.0% | +44.2% | -33.2% | +10.3% |
| YTD | +17.0% | +89.8% | -72.8% | +15.5% |
| 1Y | +15.8% | +94.6% | -78.8% | +14.2% |
| 3Y | +61.8% | +367.5% | -305.8% | +56.5% |
| 5Y | +72.5% | +421.4% | -348.9% | +61.6% |
| All | +114.6% | +292.3% | -177.7% | +103.5% |
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