+77.2%
CME vs VO
+43.2%
+34.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +5.5% | -1.1% | +6.6% | +5.8% |
| 3M | +11.0% | +4.5% | +6.4% | +9.5% |
| 6M | -9.7% | +11.1% | -20.8% | -12.5% |
| YTD | +4.9% | +13.5% | -8.7% | +0.8% |
| 1Y | +10.1% | +14.5% | -4.4% | +5.5% |
| 3Y | +53.5% | +58.1% | -4.6% | +28.3% |
| 5Y | +77.2% | +43.3% | +33.9% | +56.2% |
| All | +77.2% | +43.2% | +34.0% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling