+75.1%
CME vs ROIV
+421.8%
-346.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.2% |
| 7D | +2.5% | +9.5% | -7.0% | +2.4% |
| 30D | +13.9% | +21.0% | -7.1% | +13.7% |
| 3M | +22.4% | +18.7% | +3.7% | +22.1% |
| 6M | +12.9% | +44.5% | -31.6% | +12.2% |
| YTD | +19.6% | +92.9% | -73.2% | +18.0% |
| 1Y | +17.7% | +100.2% | -82.6% | +16.0% |
| 3Y | +65.3% | +375.0% | -309.7% | +60.0% |
| 5Y | +75.1% | +435.2% | -360.0% | +62.5% |
| All | +75.1% | +421.8% | -346.7% | +62.5% |
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 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