+6,781.2%
CME vs ITW
+1,299.3%
+5,481.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.6% | -3.6% | +2.0% | +0.4% |
| 30D | +6.2% | -9.1% | +15.4% | +11.8% |
| 3M | +10.4% | +8.2% | +2.2% | +5.2% |
| 6M | -9.5% | -4.8% | -4.8% | -8.1% |
| YTD | +6.0% | +11.0% | -5.0% | -1.5% |
| 1Y | +9.3% | +4.2% | +5.0% | +4.8% |
| 3Y | +57.7% | +17.3% | +40.4% | +37.0% |
| 5Y | +77.7% | +33.0% | +44.7% | +38.7% |
| 10Y | +281.2% | +182.3% | +98.9% | +73.6% |
| All | +6,781.2% | +1,299.3% | +5,481.9% | +1,074.3% |
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