+69.4%
CME vs FTV
+16.4%
+53.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.8% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +8.5% | +17.2% | -8.6% | +6.5% |
| 3M | +16.0% | +8.9% | +7.2% | +14.8% |
| 6M | +9.3% | +11.3% | -1.9% | +7.7% |
| YTD | +15.3% | +21.9% | -6.6% | +11.8% |
| 1Y | +14.4% | +31.6% | -17.1% | +9.6% |
| 3Y | +59.9% | +38.1% | +21.9% | +47.2% |
| 5Y | +69.4% | +15.7% | +53.7% | +64.3% |
| All | +69.4% | +16.4% | +53.1% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling