+280.6%
CME vs VRSN
+285.8%
-5.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | +4.7% | -1.9% | +6.6% | +5.2% |
| 3M | +7.8% | +1.4% | +6.5% | +7.0% |
| 6M | -11.0% | +19.0% | -30.0% | -16.6% |
| YTD | +4.0% | +19.2% | -15.2% | -3.0% |
| 1Y | +9.1% | +1.7% | +7.4% | +7.3% |
| 3Y | +52.3% | +41.4% | +10.8% | +30.7% |
| 5Y | +76.1% | +31.7% | +44.4% | +51.9% |
| 10Y | +280.6% | +290.3% | -9.7% | +139.6% |
| All | +280.6% | +285.8% | -5.2% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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