+53.5%
CME vs VRSN
+38.4%
+15.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.6% |
| 7D | -2.9% | -2.1% | -0.7% | -2.6% |
| 30D | +5.5% | -3.9% | +9.4% | +6.0% |
| 3M | +11.0% | -0.1% | +11.1% | +10.9% |
| 6M | -9.7% | +16.4% | -26.1% | -11.2% |
| YTD | +4.9% | +17.2% | -12.4% | +2.8% |
| 1Y | +10.1% | +1.0% | +9.1% | +9.8% |
| 3Y | +53.5% | +39.1% | +14.4% | +51.1% |
| All | +53.5% | +38.4% | +15.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling