+476.5%
V vs CME
+305.5%
+171.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.5% |
| 7D | -0.4% | +2.7% | -3.0% | -1.5% |
| 30D | +6.3% | +13.5% | -7.2% | +0.5% |
| 3M | +17.2% | +20.9% | -3.7% | +7.6% |
| 6M | +29.2% | +11.5% | +17.7% | +22.2% |
| YTD | +20.8% | +19.5% | +1.3% | +10.0% |
| 1Y | +25.0% | +17.2% | +7.8% | +14.8% |
| 3Y | +75.3% | +65.1% | +10.2% | +34.3% |
| 5Y | +105.8% | +73.1% | +32.7% | +51.9% |
| All | +476.5% | +305.5% | +171.0% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling