+142.2%
CI vs ITW
+191.9%
-49.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | +4.9% | +7.7% | -2.8% | +0.9% |
| 3M | +7.4% | -1.3% | +8.7% | +7.9% |
| 6M | +0.4% | +15.5% | -15.1% | -7.6% |
| YTD | +9.5% | +18.6% | -9.2% | -1.2% |
| 1Y | +12.0% | +19.8% | -7.9% | +0.5% |
| 3Y | +7.1% | +32.5% | -25.4% | -11.0% |
| 5Y | +49.3% | +35.3% | +14.0% | +19.0% |
| All | +142.2% | +191.9% | -49.7% | +24.6% |
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 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