+61.8%
CME vs ROIV
+379.0%
-317.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +1.7% | +14.3% | -12.6% | +1.8% |
| 30D | +10.2% | +16.2% | -6.1% | +10.4% |
| 3M | +17.8% | +15.1% | +2.7% | +18.0% |
| 6M | +11.0% | +44.2% | -33.2% | +11.1% |
| YTD | +17.0% | +89.8% | -72.8% | +15.9% |
| 1Y | +15.8% | +94.6% | -78.8% | +14.6% |
| 3Y | +61.8% | +367.5% | -305.8% | +57.9% |
| All | +61.8% | +379.0% | -317.2% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling