+7,715.0%
CME vs ITW
+1,399.1%
+6,316.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +3.9% | +2.3% | +1.6% | +2.6% |
| 30D | +11.3% | +6.7% | +4.6% | +7.4% |
| 3M | +19.6% | -0.5% | +20.1% | +19.6% |
| 6M | +8.1% | +16.4% | -8.3% | -1.3% |
| YTD | +20.4% | +19.0% | +1.5% | +7.6% |
| 1Y | +16.5% | +20.2% | -3.7% | +3.3% |
| 3Y | +66.4% | +33.1% | +33.4% | +34.7% |
| 5Y | +74.5% | +35.7% | +38.8% | +35.1% |
| 10Y | +308.5% | +194.0% | +114.4% | +82.3% |
| All | +7,715.0% | +1,399.1% | +6,316.0% | +1,182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling