+3,550.8%
CME vs VO
+797.8%
+2,753.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.9% | -2.6% | +3.5% | +3.2% |
| 30D | +13.2% | -0.9% | +14.1% | +14.0% |
| 3M | +16.3% | -3.0% | +19.3% | +19.2% |
| 6M | +7.1% | +2.2% | +4.9% | +4.2% |
| YTD | +15.8% | +10.6% | +5.3% | +4.2% |
| 1Y | +17.1% | +12.5% | +4.6% | +3.4% |
| 3Y | +63.2% | +61.4% | +1.8% | -1.7% |
| 5Y | +70.2% | +33.4% | +36.8% | +18.5% |
| 10Y | +337.0% | +201.5% | +135.4% | +23.6% |
| All | +3,550.8% | +797.8% | +2,753.0% | +211.8% |
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