+77.2%
CME vs FTV
+4.3%
+72.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +5.5% | -8.3% | +13.8% | +6.6% |
| 3M | +11.0% | -7.4% | +18.4% | +11.8% |
| 6M | -9.7% | -1.2% | -8.5% | -9.9% |
| YTD | +4.9% | +2.7% | +2.2% | +3.8% |
| 1Y | +10.1% | +18.4% | -8.4% | +6.3% |
| 3Y | +53.5% | -2.0% | +55.6% | +52.1% |
| 5Y | +77.2% | +3.4% | +73.8% | +67.0% |
| All | +77.2% | +4.3% | +72.9% | +67.0% |
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 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