+25,808.1%
CAT vs ITW
+9,591.0%
+16,217.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | +1.7% | -3.6% | +5.3% | +4.2% |
| 30D | -6.6% | -9.1% | +2.6% | -0.4% |
| 3M | -13.3% | +8.2% | -21.5% | -18.1% |
| 6M | +11.6% | -4.8% | +16.4% | +15.0% |
| YTD | +42.9% | +11.0% | +31.9% | +32.8% |
| 1Y | +95.4% | +4.2% | +91.2% | +88.5% |
| 3Y | +196.6% | +17.3% | +179.3% | +165.6% |
| 5Y | +321.7% | +33.0% | +288.7% | +243.2% |
| 10Y | +1,140.8% | +182.3% | +958.5% | +522.0% |
| All | +25,808.1% | +9,591.0% | +16,217.1% | +2,435.7% |
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