+1,345.3%
CME vs VWO
+326.6%
+1,018.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.9% |
| 7D | -2.9% | +0.9% | -3.8% | -3.4% |
| 30D | +5.5% | +1.3% | +4.3% | +4.7% |
| 3M | +11.0% | +5.1% | +5.9% | +7.0% |
| 6M | -9.7% | +12.5% | -22.2% | -17.4% |
| YTD | +4.9% | +14.0% | -9.2% | -5.1% |
| 1Y | +10.1% | +19.7% | -9.6% | -3.8% |
| 3Y | +53.5% | +66.8% | -13.3% | +5.4% |
| 5Y | +77.2% | +36.2% | +41.0% | +36.5% |
| 10Y | +282.1% | +111.0% | +171.1% | +109.3% |
| All | +1,345.3% | +326.6% | +1,018.6% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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