+7,663.3%
CME vs IT
+1,762.9%
+5,900.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.5% |
| 7D | +2.5% | -6.8% | +9.3% | +4.6% |
| 30D | +13.9% | -0.6% | +14.5% | +13.5% |
| 3M | +22.4% | +3.1% | +19.3% | +19.7% |
| 6M | +12.9% | +25.5% | -12.6% | +1.1% |
| YTD | +19.6% | -23.5% | +43.1% | +23.3% |
| 1Y | +17.7% | -16.6% | +34.3% | +17.6% |
| 3Y | +65.3% | -53.1% | +118.4% | +91.2% |
| 5Y | +75.1% | -41.4% | +116.6% | +79.5% |
| 10Y | +305.8% | +90.9% | +214.8% | +141.7% |
| All | +7,663.3% | +1,762.9% | +5,900.3% | +1,770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling