+113.3%
CME vs ROIV
+248.8%
-135.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.3% |
| 7D | +3.7% | -2.4% | +6.0% | +3.7% |
| 30D | +13.7% | +3.1% | +10.6% | +13.7% |
| 3M | +16.6% | +5.8% | +10.7% | +16.4% |
| 6M | +8.2% | +29.3% | -21.1% | +7.6% |
| YTD | +16.3% | +68.8% | -52.4% | +14.9% |
| 1Y | +19.1% | +81.0% | -61.9% | +17.5% |
| 3Y | +67.4% | +294.6% | -227.3% | +62.3% |
| 5Y | +71.0% | +373.1% | -302.2% | +60.3% |
| All | +113.3% | +248.8% | -135.4% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling