+19.6%
CME vs VG
+47.2%
-27.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.7% | +9.1% | +1.8% |
| 7D | +4.8% | -16.4% | +21.2% | +5.9% |
| 30D | +14.2% | -10.8% | +24.9% | +14.7% |
| 3M | +17.9% | -6.3% | +24.2% | +17.9% |
| 6M | +7.2% | -12.5% | +19.8% | +7.2% |
| YTD | +16.7% | +76.9% | -60.2% | +12.1% |
| 1Y | +19.6% | +51.8% | -32.2% | +14.5% |
| All | +19.6% | +47.2% | -27.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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