-29.4%
VST vs CME
+7.1%
-36.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.8% | -6.3% |
| 7D | -19.9% | +3.7% | -23.6% | -18.2% |
| 30D | -29.7% | +13.7% | -43.4% | -24.7% |
| 3M | -19.6% | +16.6% | -36.1% | -13.1% |
| 6M | -29.4% | +8.2% | -37.6% | -25.7% |
| All | -29.4% | +7.1% | -36.5% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling