+39.7%
CL vs ITW
+34.2%
+5.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +0.8% |
| 7D | +0.5% | -1.1% | +1.7% | +0.9% |
| 30D | +11.6% | +8.6% | +3.0% | +8.9% |
| 3M | +5.6% | -2.7% | +8.3% | +6.4% |
| 6M | +13.2% | +14.0% | -0.8% | +8.7% |
| YTD | +26.9% | +18.6% | +8.3% | +20.5% |
| 1Y | +27.3% | +19.8% | +7.6% | +20.6% |
| 3Y | +39.7% | +34.8% | +4.9% | +29.0% |
| All | +39.7% | +34.2% | +5.5% | +29.0% |
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