-70.5%
CBRS vs ITW
+17.7%
-88.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | -4.4% |
| 7D | -18.4% | +6.3% | -24.7% | -14.5% |
| 30D | -49.4% | +11.1% | -60.5% | -45.7% |
| 3M | -59.6% | +0.1% | -59.7% | -60.1% |
| All | -70.5% | +17.7% | -88.2% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling