+3.5%
CI vs ITW
+18.4%
-14.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | +0.5% | -10.4% | +10.8% | +3.9% |
| 3M | -5.2% | +3.5% | -8.7% | -6.5% |
| 6M | +4.3% | -3.4% | +7.7% | +5.1% |
| YTD | +2.8% | +8.5% | -5.7% | -0.5% |
| 1Y | -5.8% | +3.2% | -9.0% | -7.5% |
| All | +3.5% | +18.4% | -14.8% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling