+1,123.7%
CAT vs ITW
+191.6%
+932.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.7% |
| 7D | +0.6% | -2.4% | +3.0% | +2.5% |
| 30D | -4.5% | -9.5% | +5.0% | +3.4% |
| 3M | -5.8% | +6.6% | -12.5% | -11.2% |
| 6M | +12.7% | -1.8% | +14.5% | +13.6% |
| YTD | +41.4% | +9.0% | +32.4% | +30.9% |
| 1Y | +92.1% | +3.6% | +88.5% | +84.2% |
| 3Y | +197.5% | +19.4% | +178.0% | +154.5% |
| 5Y | +327.9% | +36.4% | +291.5% | +220.9% |
| All | +1,123.7% | +191.6% | +932.1% | +381.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling