+6,781.2%
CME vs VRSN
+3,791.2%
+2,990.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +6.2% | -0.2% | +6.4% | +6.2% |
| 3M | +10.4% | -0.3% | +10.7% | +10.1% |
| 6M | -9.5% | +23.0% | -32.5% | -17.0% |
| YTD | +6.0% | +21.3% | -15.3% | -2.7% |
| 1Y | +9.3% | +6.7% | +2.5% | +5.0% |
| 3Y | +57.7% | +45.0% | +12.7% | +32.2% |
| 5Y | +77.7% | +35.0% | +42.7% | +49.5% |
| 10Y | +281.2% | +276.3% | +4.9% | +109.2% |
| All | +6,781.2% | +3,791.2% | +2,990.0% | +1,669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling