+27.3%
V vs CME
+16.9%
+10.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.6% | +1.7% | -1.0% | +0.3% |
| 30D | +9.7% | +10.2% | -0.4% | +7.9% |
| 3M | +17.3% | +17.8% | -0.5% | +14.1% |
| 6M | +33.2% | +11.0% | +22.2% | +30.0% |
| YTD | +21.3% | +17.0% | +4.3% | +15.8% |
| 1Y | +27.3% | +15.8% | +11.5% | +19.5% |
| All | +27.3% | +16.9% | +10.4% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling