-34.9%
VST vs CME
+19.8%
-54.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.4% | -15.2% | -13.1% |
| 7D | -15.7% | +4.8% | -20.6% | -13.6% |
| 30D | -17.0% | +14.2% | -31.1% | -11.5% |
| 3M | -15.9% | +17.9% | -33.8% | -9.2% |
| 6M | -25.0% | +7.2% | -32.2% | -21.9% |
| YTD | -25.1% | +16.7% | -41.8% | -16.3% |
| 1Y | -34.9% | +19.6% | -54.4% | -28.0% |
| All | -34.9% | +19.8% | -54.6% | -28.0% |
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