+63.2%
CME vs ROL
+3.8%
+59.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +0.9% | +9.5% | -8.6% | -1.2% |
| 30D | +13.2% | +22.9% | -9.8% | +7.9% |
| 3M | +16.3% | +3.5% | +12.7% | +15.1% |
| 6M | +7.1% | -29.4% | +36.5% | +15.0% |
| YTD | +15.8% | -36.1% | +51.9% | +26.3% |
| 1Y | +17.1% | -34.4% | +51.4% | +26.9% |
| 3Y | +63.2% | +4.0% | +59.2% | +68.6% |
| All | +63.2% | +3.8% | +59.3% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling