+79.1%
CME vs ROIV
+250.7%
-171.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +6.2% | +1.0% | +5.3% | +6.2% |
| 3M | +10.4% | +18.3% | -7.9% | +10.1% |
| 6M | -9.5% | +18.3% | -27.9% | -9.9% |
| YTD | +6.0% | +61.0% | -55.0% | +4.8% |
| 1Y | +9.3% | +177.9% | -168.6% | +6.9% |
| 3Y | +57.7% | +199.1% | -141.4% | +53.6% |
| All | +79.1% | +250.7% | -171.6% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling