+7,463.6%
CI vs ITW
+9,591.0%
-2,127.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | -3.6% | +4.9% | +2.9% |
| 30D | +4.4% | -9.1% | +13.6% | +9.0% |
| 3M | +0.7% | +8.2% | -7.6% | -3.2% |
| 6M | +0.3% | -4.8% | +5.1% | +2.0% |
| YTD | +3.8% | +11.0% | -7.2% | -1.7% |
| 1Y | -5.5% | +4.2% | -9.7% | -8.1% |
| 3Y | +8.1% | +17.3% | -9.2% | -1.6% |
| 5Y | +42.8% | +33.0% | +9.8% | +20.4% |
| 10Y | +143.9% | +182.3% | -38.4% | +46.2% |
| All | +7,463.6% | +9,591.0% | -2,127.4% | +1,214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling