+6,781.2%
CME vs VFC
+192.8%
+6,588.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.9% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +6.2% | -11.6% | +17.9% | +9.5% |
| 3M | +10.4% | -18.1% | +28.5% | +14.7% |
| 6M | -9.5% | -27.4% | +17.8% | -3.9% |
| YTD | +6.0% | -24.8% | +30.8% | +10.9% |
| 1Y | +9.3% | -8.2% | +17.5% | +6.7% |
| 3Y | +57.7% | -29.1% | +86.8% | +38.9% |
| 5Y | +77.7% | -79.2% | +156.9% | +148.8% |
| 10Y | +281.2% | -68.1% | +349.3% | +277.1% |
| All | +6,781.2% | +192.8% | +6,588.4% | +1,998.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling