Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CME vs ROL✓SelectedUSD · ROLCME vs ROL performance historyLatest closeAs of-0.27%09/04
Stock and ETF performance explorer

CME vs ROL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,781.2%
ROL return
+3,339.9%
Excess return
+3,441.3%
Maximum drawdown
-77.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioROLExcessAlpha
1D-0.3%+0.4%-0.7%-0.4%
7D-1.6%-1.4%-0.1%-1.0%
30D+6.2%-4.1%+10.3%+8.1%
3M+10.4%-22.5%+32.9%+22.4%
6M-9.5%-37.7%+28.1%+9.6%
YTD+6.0%-39.6%+45.6%+29.6%
1Y+9.3%-36.0%+45.3%+29.8%
3Y+57.7%-5.1%+62.8%+54.6%
5Y+77.7%-3.4%+81.1%+67.6%
10Y+281.2%+215.2%+66.0%+93.1%
All+6,781.2%+3,339.9%+3,441.3%+1,205.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling