+3,241.5%
CME vs VO
+827.2%
+2,414.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +6.2% | -0.3% | +6.6% | +6.5% |
| 3M | +10.4% | +2.9% | +7.5% | +7.1% |
| 6M | -9.5% | +9.3% | -18.9% | -17.4% |
| YTD | +6.0% | +14.2% | -8.2% | -7.2% |
| 1Y | +9.3% | +15.3% | -6.0% | -5.5% |
| 3Y | +57.7% | +56.2% | +1.4% | -1.9% |
| 5Y | +77.7% | +42.4% | +35.3% | +16.3% |
| 10Y | +281.2% | +194.7% | +86.5% | +11.3% |
| All | +3,241.5% | +827.2% | +2,414.3% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling