+660.1%
CME price history and return analytics
+346.0%
+314.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.6% |
| 7D | +0.9% | -2.3% | +3.2% | +2.8% |
| 30D | +13.2% | -5.0% | +18.1% | +17.9% |
| 3M | +16.3% | -4.9% | +21.1% | +20.8% |
| 6M | +7.1% | -1.5% | +8.7% | +7.1% |
| YTD | +15.8% | +8.5% | +7.3% | +5.3% |
| 1Y | +17.1% | +11.4% | +5.7% | +3.8% |
| 3Y | +63.2% | +70.1% | -6.9% | -6.1% |
| 5Y | +70.2% | +53.7% | +16.5% | +5.3% |
| 10Y | +337.0% | +220.0% | +117.0% | +25.7% |
| All | +660.1% | +346.0% | +314.1% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling