+303.4%
CME vs IT
+90.0%
+213.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +3.9% | +1.1% | +2.9% | +3.7% |
| 30D | +11.3% | -1.8% | +13.2% | +11.4% |
| 3M | +19.6% | +4.8% | +14.7% | +17.8% |
| 6M | +8.1% | +33.0% | -24.9% | +0.2% |
| YTD | +20.4% | -23.8% | +44.2% | +24.3% |
| 1Y | +16.5% | -16.5% | +33.0% | +17.6% |
| 3Y | +66.4% | -53.6% | +120.1% | +87.5% |
| 5Y | +74.5% | -42.1% | +116.6% | +78.4% |
| All | +303.4% | +90.0% | +213.4% | +150.4% |
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