+28.6%
CL vs ITW
+37.4%
-8.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.2% | -3.6% | +1.4% | -1.1% |
| 30D | -4.8% | -9.1% | +4.3% | -2.0% |
| 3M | +4.9% | +8.2% | -3.3% | +2.3% |
| 6M | -5.7% | -4.8% | -0.9% | -4.5% |
| YTD | +14.4% | +11.0% | +3.3% | +10.6% |
| 1Y | +8.7% | +4.2% | +4.5% | +7.0% |
| 3Y | +30.0% | +17.3% | +12.7% | +22.5% |
| All | +28.6% | +37.4% | -8.8% | +13.4% |
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