+322.6%
CME vs FTV
+90.8%
+231.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.6% | -4.5% | +2.9% | -0.2% |
| 30D | +6.2% | -7.1% | +13.3% | +8.6% |
| 3M | +10.4% | -7.2% | +17.6% | +12.5% |
| 6M | -9.5% | -1.5% | -8.0% | -9.9% |
| YTD | +6.0% | +3.5% | +2.5% | +3.3% |
| 1Y | +9.3% | +20.3% | -11.1% | +0.9% |
| 3Y | +57.7% | -3.1% | +60.8% | +53.0% |
| 5Y | +77.7% | +2.3% | +75.3% | +65.0% |
| 10Y | +281.2% | +76.3% | +204.9% | +163.6% |
| All | +322.6% | +90.8% | +231.9% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling