+1,139.8%
CAT vs ITW
+190.2%
+949.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.6% |
| 7D | +2.9% | -1.9% | +4.8% | +4.5% |
| 30D | -2.6% | -10.4% | +7.7% | +6.2% |
| 3M | -10.7% | +3.5% | -14.2% | -13.6% |
| 6M | +16.1% | -3.4% | +19.5% | +18.6% |
| YTD | +43.2% | +8.5% | +34.7% | +33.1% |
| 1Y | +96.8% | +3.2% | +93.6% | +89.3% |
| 3Y | +201.4% | +18.9% | +182.5% | +158.8% |
| 5Y | +332.7% | +35.0% | +297.6% | +227.2% |
| All | +1,139.8% | +190.2% | +949.5% | +390.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling