+5,396.4%
CL vs ITW
+10,325.5%
-4,929.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | +9.5% | +8.9% | +0.6% | +6.7% |
| 3M | +6.8% | -0.9% | +7.6% | +7.0% |
| 6M | +14.3% | +16.0% | -1.7% | +9.0% |
| YTD | +27.0% | +19.4% | +7.5% | +19.8% |
| 1Y | +26.3% | +20.7% | +5.6% | +18.7% |
| 3Y | +39.3% | +33.4% | +5.8% | +25.8% |
| 5Y | +41.5% | +39.1% | +2.4% | +24.6% |
| 10Y | +84.1% | +195.3% | -111.2% | +24.4% |
| All | +5,396.4% | +10,325.5% | -4,929.1% | +1,098.5% |
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