+303.4%
CME vs FTV
+109.2%
+194.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.9% | +3.9% | 0.0% | +2.7% |
| 30D | +11.3% | +18.7% | -7.3% | +5.6% |
| 3M | +19.6% | +10.0% | +9.5% | +15.9% |
| 6M | +8.1% | +14.6% | -6.5% | +2.9% |
| YTD | +20.4% | +23.4% | -3.0% | +10.9% |
| 1Y | +16.5% | +31.3% | -14.8% | +5.0% |
| 3Y | +66.4% | +39.8% | +26.6% | +41.2% |
| 5Y | +74.5% | +17.7% | +56.8% | +55.9% |
| All | +303.4% | +109.2% | +194.2% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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