-28.5%
VST vs CME
+15.2%
-43.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.1% |
| 7D | -0.5% | -0.6% | 0.0% | -0.6% |
| 30D | -17.1% | +8.5% | -25.6% | -13.5% |
| 3M | -4.6% | +16.0% | -20.6% | +2.4% |
| 6M | -9.1% | +9.3% | -18.4% | -4.9% |
| YTD | -16.6% | +15.3% | -31.9% | -6.6% |
| All | -28.5% | +15.2% | -43.6% | -21.1% |
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