+142.1%
CI vs ITW
+194.8%
-52.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -0.1% | -0.7% | +0.7% | +0.3% |
| 30D | +1.8% | -8.3% | +10.1% | +6.4% |
| 3M | -4.2% | +6.0% | -10.3% | -7.6% |
| 6M | +8.8% | 0.0% | +8.9% | +8.1% |
| YTD | +3.7% | +10.2% | -6.5% | -2.5% |
| 1Y | -6.1% | +3.2% | -9.3% | -8.8% |
| 3Y | +4.5% | +21.0% | -16.5% | -8.9% |
| 5Y | +50.5% | +37.9% | +12.6% | +17.4% |
| All | +142.1% | +194.8% | -52.7% | +23.2% |
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