+7,496.8%
CME vs IT
+1,723.6%
+5,773.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +1.7% | -7.5% | +9.1% | +4.0% |
| 30D | +10.2% | -1.2% | +11.3% | +9.9% |
| 3M | +17.8% | -2.2% | +20.0% | +17.1% |
| 6M | +11.0% | +19.1% | -8.1% | +1.1% |
| YTD | +17.0% | -25.1% | +42.2% | +21.4% |
| 1Y | +15.8% | -17.4% | +33.2% | +16.0% |
| 3Y | +61.8% | -54.1% | +115.9% | +88.3% |
| 5Y | +72.5% | -42.7% | +115.2% | +78.0% |
| 10Y | +288.0% | +88.1% | +199.9% | +131.9% |
| All | +7,496.8% | +1,723.6% | +5,773.2% | +1,741.9% |
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