+376.8%
CME vs FTV
+127.5%
+249.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.5% | -0.7% | +3.1% | +2.6% |
| 30D | +13.9% | +18.3% | -4.4% | +8.1% |
| 3M | +22.4% | +10.2% | +12.2% | +18.6% |
| 6M | +12.9% | +12.8% | +0.1% | +8.0% |
| YTD | +19.6% | +23.4% | -3.8% | +10.3% |
| 1Y | +17.7% | +31.4% | -13.8% | +6.1% |
| 3Y | +65.3% | +38.7% | +26.7% | +40.9% |
| 5Y | +75.1% | +18.6% | +56.6% | +56.1% |
| 10Y | +305.8% | +110.1% | +195.6% | +165.9% |
| All | +376.8% | +127.5% | +249.4% | +210.0% |
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 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