+53.5%
CME vs VIG
+57.1%
-3.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +5.5% | -2.1% | +7.6% | +5.7% |
| 3M | +11.0% | +3.3% | +7.6% | +10.7% |
| 6M | -9.7% | +9.3% | -19.0% | -10.3% |
| YTD | +4.9% | +10.1% | -5.3% | +4.0% |
| 1Y | +10.1% | +14.7% | -4.6% | +8.7% |
| 3Y | +53.5% | +56.9% | -3.4% | +40.3% |
| All | +53.5% | +57.1% | -3.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling