+280.6%
CME vs VMC
+146.8%
+133.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | 0.0% |
| 7D | -0.6% | -5.3% | +4.7% | +0.7% |
| 30D | +4.7% | -12.3% | +16.9% | +8.1% |
| 3M | +7.8% | -10.3% | +18.1% | +10.2% |
| 6M | -11.0% | -8.6% | -2.4% | -9.8% |
| YTD | +4.0% | -11.9% | +15.9% | +6.1% |
| 1Y | +9.1% | -13.9% | +23.0% | +11.8% |
| 3Y | +52.3% | +18.2% | +34.1% | +38.2% |
| 5Y | +76.1% | +47.7% | +28.3% | +45.4% |
| 10Y | +280.6% | +152.5% | +128.1% | +152.6% |
| All | +280.6% | +146.8% | +133.8% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling