+17.7%
CME vs IT
-15.3%
+32.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.1% |
| 7D | +2.5% | -6.8% | +9.3% | +2.8% |
| 30D | +13.9% | -0.6% | +14.5% | +14.2% |
| 3M | +22.4% | +3.1% | +19.3% | +22.5% |
| 6M | +12.9% | +25.5% | -12.6% | +12.1% |
| YTD | +19.6% | -23.5% | +43.1% | +18.0% |
| 1Y | +17.7% | -16.6% | +34.3% | +16.5% |
| All | +17.7% | -15.3% | +32.9% | +16.5% |
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