+6,781.2%
CME vs VMC
+889.2%
+5,892.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.6% | -4.3% | +2.7% | 0.0% |
| 30D | +6.2% | -8.2% | +14.5% | +9.5% |
| 3M | +10.4% | -7.0% | +17.5% | +12.5% |
| 6M | -9.5% | -10.8% | +1.2% | -7.0% |
| YTD | +6.0% | -7.4% | +13.4% | +7.0% |
| 1Y | +9.3% | -9.5% | +18.8% | +10.9% |
| 3Y | +57.7% | +20.5% | +37.2% | +38.6% |
| 5Y | +77.7% | +51.6% | +26.1% | +38.7% |
| 10Y | +281.2% | +150.0% | +131.2% | +122.5% |
| All | +6,781.2% | +889.2% | +5,892.0% | +1,795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling