+57.3%
CL vs ITW
+183.0%
-125.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -5.5% | -10.4% | +4.9% | -2.1% |
| 3M | +0.8% | +3.5% | -2.7% | -0.4% |
| 6M | -4.2% | -3.4% | -0.8% | -3.4% |
| YTD | +13.4% | +8.5% | +4.9% | +10.1% |
| 1Y | +7.1% | +3.2% | +3.8% | +5.5% |
| 3Y | +29.0% | +18.9% | +10.1% | +20.4% |
| 5Y | +28.3% | +35.0% | -6.7% | +13.0% |
| 10Y | +57.3% | +188.6% | -131.3% | +10.6% |
| All | +57.3% | +183.0% | -125.7% | +10.6% |
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