+66.4%
CME vs ROL
+5.9%
+60.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +3.9% | +3.0% | +1.0% | +3.2% |
| 30D | +11.3% | +19.8% | -8.4% | +6.8% |
| 3M | +19.6% | +7.9% | +11.7% | +17.3% |
| 6M | +8.1% | -25.6% | +33.7% | +14.8% |
| YTD | +20.4% | -34.1% | +54.5% | +30.4% |
| 1Y | +16.5% | -31.4% | +47.9% | +25.0% |
| 3Y | +66.4% | +4.7% | +61.8% | +69.7% |
| All | +66.4% | +5.9% | +60.6% | +69.7% |
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