+52.0%
CI vs ITW
+38.8%
+13.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | -1.6% | +0.3% | -0.8% |
| 30D | +6.4% | +8.9% | -2.5% | +3.5% |
| 3M | +10.7% | -0.9% | +11.6% | +10.9% |
| 6M | +5.5% | +16.0% | -10.5% | +0.1% |
| YTD | +11.4% | +19.4% | -8.1% | +4.4% |
| 1Y | +15.0% | +20.7% | -5.6% | +7.4% |
| 3Y | +9.0% | +33.4% | -24.5% | -2.7% |
| 5Y | +52.0% | +39.1% | +12.9% | +22.4% |
| All | +52.0% | +38.8% | +13.1% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling