+280.6%
CME vs FTV
+78.2%
+202.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.6% | -1.3% | +0.6% | -0.2% |
| 30D | +4.7% | -9.5% | +14.2% | +7.9% |
| 3M | +7.8% | -10.9% | +18.7% | +11.3% |
| 6M | -11.0% | -0.6% | -10.3% | -11.6% |
| YTD | +4.0% | +1.4% | +2.6% | +2.0% |
| 1Y | +9.1% | +17.6% | -8.5% | +1.3% |
| 3Y | +52.3% | -3.3% | +55.5% | +47.4% |
| 5Y | +76.1% | -0.1% | +76.2% | +64.8% |
| 10Y | +280.6% | +82.5% | +198.1% | +151.2% |
| All | +280.6% | +78.2% | +202.4% | +151.2% |
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