+14,787.4%
CAH vs ITW
+9,371.1%
+5,416.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.6% |
| 30D | +1.2% | -10.4% | +11.6% | +5.1% |
| 3M | +13.1% | +3.5% | +9.6% | +11.5% |
| 6M | +8.5% | -3.4% | +11.8% | +9.5% |
| YTD | +17.6% | +8.5% | +9.1% | +13.7% |
| 1Y | +60.7% | +3.2% | +57.4% | +57.8% |
| 3Y | +183.2% | +18.9% | +164.3% | +161.2% |
| 5Y | +402.2% | +35.0% | +367.2% | +336.8% |
| 10Y | +302.3% | +188.6% | +113.7% | +168.3% |
| All | +14,787.4% | +9,371.1% | +5,416.3% | +4,120.4% |
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