+17.1%
CME vs ROIV
+93.5%
-76.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.2% |
| 7D | +0.9% | +5.3% | -4.4% | +1.1% |
| 30D | +13.2% | +11.9% | +1.3% | +13.7% |
| 3M | +16.3% | +10.7% | +5.6% | +16.9% |
| 6M | +7.1% | +34.9% | -27.8% | +8.1% |
| YTD | +15.8% | +79.2% | -63.3% | +14.1% |
| 1Y | +17.1% | +89.0% | -71.9% | +14.8% |
| All | +17.1% | +93.5% | -76.4% | +14.8% |
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 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