+6,646.7%
CB vs ITW
+5,519.2%
+1,127.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +0.5% | -3.6% | +4.1% | +2.2% |
| 30D | -3.1% | -9.1% | +6.0% | +1.4% |
| 3M | +9.0% | +8.2% | +0.7% | +4.6% |
| 6M | +2.9% | -4.8% | +7.6% | +4.6% |
| YTD | +10.1% | +11.0% | -0.9% | +3.9% |
| 1Y | +22.8% | +4.2% | +18.5% | +19.1% |
| 3Y | +73.8% | +17.3% | +56.5% | +57.2% |
| 5Y | +99.2% | +33.0% | +66.2% | +67.0% |
| 10Y | +218.2% | +182.3% | +35.9% | +82.4% |
| All | +6,646.7% | +5,519.2% | +1,127.5% | +1,354.0% |
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