+17.7%
CME vs VRSN
+29.0%
-11.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | +13.9% | +3.8% | +10.2% | +13.2% |
| 3M | +22.4% | +9.5% | +12.9% | +20.6% |
| 6M | +12.9% | +10.3% | +2.6% | +11.2% |
| YTD | +19.6% | +30.5% | -10.9% | +16.5% |
| 1Y | +17.7% | +27.9% | -10.2% | +15.1% |
| All | +17.7% | +29.0% | -11.3% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling