+300.3%
CME vs IT
+88.7%
+211.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +2.7% | -3.7% | +6.3% | +3.4% |
| 30D | +13.5% | -3.1% | +16.6% | +13.8% |
| 3M | +20.9% | +6.3% | +14.6% | +18.8% |
| 6M | +11.5% | +24.8% | -13.3% | +4.7% |
| YTD | +19.5% | -24.4% | +43.8% | +23.5% |
| 1Y | +17.2% | -17.1% | +34.3% | +18.5% |
| 3Y | +65.1% | -53.6% | +118.8% | +85.8% |
| 5Y | +73.1% | -42.5% | +115.6% | +77.2% |
| All | +300.3% | +88.7% | +211.6% | +148.8% |
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