+69.4%
CME vs IT
-42.9%
+112.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.6% | -18.8% | +18.2% | +1.0% |
| 30D | +8.5% | -0.1% | +8.6% | +8.5% |
| 3M | +16.0% | +2.9% | +13.1% | +15.7% |
| 6M | +9.3% | +20.4% | -11.1% | +7.3% |
| YTD | +15.3% | -24.3% | +39.6% | +17.3% |
| 1Y | +14.4% | -17.2% | +31.6% | +15.3% |
| 3Y | +59.9% | -52.4% | +112.3% | +68.1% |
| 5Y | +69.4% | -43.7% | +113.1% | +74.8% |
| All | +69.4% | -42.9% | +112.3% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling