+79.1%
CME vs ROL
-3.8%
+82.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -1.4% | -0.1% | -1.3% |
| 30D | +6.2% | -4.1% | +10.3% | +7.2% |
| 3M | +10.4% | -22.5% | +32.9% | +16.7% |
| 6M | -9.5% | -37.7% | +28.1% | +0.1% |
| YTD | +6.0% | -39.6% | +45.6% | +17.8% |
| 1Y | +9.3% | -36.0% | +45.3% | +19.7% |
| 3Y | +57.7% | -5.1% | +62.8% | +57.6% |
| All | +79.1% | -3.8% | +82.9% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling