+17.7%
CME vs VG
+51.8%
-34.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.8% |
| 7D | +2.5% | +5.5% | -3.0% | +2.1% |
| 30D | +13.9% | -3.6% | +17.5% | +13.9% |
| 3M | +22.4% | -4.0% | +26.4% | +22.3% |
| 6M | +12.9% | +9.4% | +3.5% | +11.7% |
| YTD | +19.6% | +86.6% | -67.0% | +13.7% |
| 1Y | +17.7% | +69.5% | -51.8% | +11.6% |
| All | +17.7% | +51.8% | -34.1% | +11.6% |
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