+69.4%
CME vs VRSN
+34.1%
+35.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -0.6% | -0.8% | +0.3% | -0.4% |
| 30D | +8.5% | +0.7% | +7.8% | +8.4% |
| 3M | +16.0% | +4.1% | +11.9% | +15.0% |
| 6M | +9.3% | +6.7% | +2.6% | +7.6% |
| YTD | +15.3% | +27.1% | -11.8% | +9.0% |
| 1Y | +14.4% | +28.0% | -13.6% | +7.9% |
| 3Y | +59.9% | +52.6% | +7.3% | +43.2% |
| 5Y | +69.4% | +33.3% | +36.1% | +54.8% |
| All | +69.4% | +34.1% | +35.3% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling