+14.1%
CME vs VFC
+42.4%
-28.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.4% |
| 7D | -0.6% | +7.7% | -8.2% | -0.4% |
| 30D | +8.5% | +39.2% | -30.7% | +9.6% |
| 3M | +16.0% | +40.3% | -24.2% | +17.2% |
| 6M | +9.3% | +11.4% | -2.0% | +9.6% |
| YTD | +15.3% | +17.5% | -2.2% | +16.0% |
| All | +14.1% | +42.4% | -28.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling