+280.6%
CME vs IT
+88.4%
+192.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -0.6% | -9.1% | +8.5% | +1.1% |
| 30D | +4.7% | -12.2% | +16.8% | +7.0% |
| 3M | +7.8% | +7.8% | 0.0% | +5.0% |
| 6M | -11.0% | +2.0% | -13.0% | -13.0% |
| YTD | +4.0% | -32.7% | +36.8% | +10.5% |
| 1Y | +9.1% | -31.1% | +40.2% | +14.6% |
| 3Y | +52.3% | -52.1% | +104.4% | +67.3% |
| 5Y | +76.1% | -46.3% | +122.4% | +81.6% |
| 10Y | +280.6% | +91.4% | +189.2% | +130.1% |
| All | +280.6% | +88.4% | +192.2% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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