+51.6%
CME vs ITW
+18.4%
+33.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.6% | -1.9% | +1.3% | -0.6% |
| 30D | +4.7% | -10.4% | +15.0% | +4.9% |
| 3M | +7.8% | +3.5% | +4.3% | +7.8% |
| 6M | -11.0% | -3.4% | -7.6% | -10.8% |
| YTD | +4.0% | +8.5% | -4.5% | +3.9% |
| 1Y | +9.1% | +3.2% | +5.9% | +9.1% |
| All | +51.6% | +18.4% | +33.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling