+288.0%
CME price history and return analytics
+217.6%
+70.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +1.7% | -0.1% | +1.8% | +1.6% |
| 30D | +10.2% | -3.1% | +13.2% | +11.9% |
| 3M | +17.8% | -3.5% | +21.3% | +19.9% |
| 6M | +11.0% | +0.5% | +10.5% | +9.7% |
| YTD | +17.0% | +10.8% | +6.3% | +8.1% |
| 1Y | +15.8% | +11.9% | +3.9% | +6.1% |
| 3Y | +61.8% | +73.0% | -11.2% | +5.2% |
| 5Y | +72.5% | +58.6% | +13.9% | +19.3% |
| 10Y | +288.0% | +219.2% | +68.8% | +30.8% |
| All | +288.0% | +217.6% | +70.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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