+32.1%
CL vs ITW
+24.0%
+8.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +2.3% |
| 7D | +7.7% | +6.3% | +1.4% | +5.2% |
| 30D | +15.2% | +11.1% | +4.2% | +10.8% |
| 3M | +7.3% | +0.1% | +7.2% | +7.1% |
| 6M | +17.0% | +18.1% | -1.1% | +10.0% |
| YTD | +28.0% | +21.4% | +6.6% | +18.3% |
| 1Y | +32.1% | +22.9% | +9.2% | +20.6% |
| All | +32.1% | +24.0% | +8.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling