+19,050.1%
CAT vs ITW
+10,282.1%
+8,768.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +7.4% | +2.3% | +5.1% | +5.8% |
| 30D | -19.7% | +6.7% | -26.4% | -23.4% |
| 3M | -29.6% | -0.5% | -29.1% | -29.7% |
| 6M | -33.2% | +16.4% | -49.6% | -40.2% |
| YTD | +5.7% | +19.0% | -13.3% | -6.7% |
| 1Y | +9.3% | +20.2% | -10.9% | -4.3% |
| 3Y | +158.3% | +33.1% | +125.2% | +111.6% |
| 5Y | +211.6% | +35.7% | +175.9% | +149.1% |
| 10Y | +698.5% | +194.0% | +504.4% | +287.1% |
| All | +19,050.1% | +10,282.1% | +8,768.0% | +1,681.6% |
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