+300.3%
CME vs FTV
+109.0%
+191.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.7% | +3.7% | -1.0% | +1.5% |
| 30D | +13.5% | +16.8% | -3.4% | +8.1% |
| 3M | +20.9% | +10.4% | +10.5% | +17.1% |
| 6M | +11.5% | +12.8% | -1.3% | +6.7% |
| YTD | +19.5% | +23.3% | -3.8% | +10.1% |
| 1Y | +17.2% | +31.0% | -13.8% | +5.8% |
| 3Y | +65.1% | +38.6% | +26.6% | +40.6% |
| 5Y | +73.1% | +17.6% | +55.6% | +54.8% |
| All | +300.3% | +109.0% | +191.3% | +165.2% |
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