+15.8%
CME price history and return analytics
+12.5%
+3.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.3% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +10.2% | -3.1% | +13.2% | +9.0% |
| 3M | +17.8% | -3.5% | +21.3% | +16.4% |
| 6M | +11.0% | +0.5% | +10.5% | +11.4% |
| YTD | +17.0% | +10.8% | +6.3% | +19.3% |
| 1Y | +15.8% | +11.9% | +3.9% | +18.3% |
| All | +15.8% | +12.5% | +3.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling