+602.5%
CME vs VIG
+655.7%
-53.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +3.1% | -0.4% | -0.7% |
| 30D | +13.5% | +5.0% | +8.4% | +7.3% |
| 3M | +20.9% | +2.7% | +18.2% | +17.1% |
| 6M | +11.5% | +11.0% | +0.5% | -1.1% |
| YTD | +19.5% | +16.0% | +3.5% | +0.3% |
| 1Y | +17.2% | +16.3% | +1.0% | -2.1% |
| 3Y | +65.1% | +66.8% | -1.7% | -12.3% |
| 5Y | +73.1% | +64.8% | +8.3% | -9.2% |
| 10Y | +305.3% | +263.6% | +41.7% | -26.1% |
| All | +602.5% | +655.7% | -53.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling