+9.5%
CME vs IT
-30.3%
+39.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.2% |
| 7D | -2.4% | -12.7% | +10.3% | -2.2% |
| 30D | +6.2% | -8.9% | +15.1% | +6.3% |
| 3M | +4.4% | +10.1% | -5.8% | +3.9% |
| 6M | -9.6% | +7.3% | -16.9% | -10.2% |
| YTD | +3.8% | -32.4% | +36.1% | +2.9% |
| 1Y | +9.5% | -26.6% | +36.2% | +8.1% |
| All | +9.5% | -30.3% | +39.9% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling