+288.0%
CME vs FTV
+107.5%
+180.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | +10.2% | +18.3% | -8.1% | +4.5% |
| 3M | +17.8% | +9.8% | +8.0% | +14.2% |
| 6M | +11.0% | +12.3% | -1.3% | +6.3% |
| YTD | +17.0% | +23.1% | -6.0% | +7.9% |
| 1Y | +15.8% | +32.5% | -16.7% | +4.0% |
| 3Y | +61.8% | +38.3% | +23.4% | +37.8% |
| 5Y | +72.5% | +16.8% | +55.6% | +54.6% |
| 10Y | +288.0% | +106.6% | +181.4% | +150.0% |
| All | +288.0% | +107.5% | +180.5% | +150.0% |
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