+300.3%
CME vs ROL
+213.5%
+86.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | +2.7% | -1.7% | +4.4% | +3.2% |
| 30D | +13.5% | +18.5% | -5.1% | +7.7% |
| 3M | +20.9% | +4.3% | +16.6% | +19.1% |
| 6M | +11.5% | -27.7% | +39.2% | +22.2% |
| YTD | +19.5% | -35.8% | +55.3% | +35.1% |
| 1Y | +17.2% | -34.1% | +51.3% | +31.4% |
| 3Y | +65.1% | +2.9% | +62.2% | +59.0% |
| 5Y | +73.1% | +12.7% | +60.4% | +57.8% |
| All | +300.3% | +213.5% | +86.7% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling