+5,393.0%
CL vs ITW
+10,253.6%
-4,860.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +5.6% | -2.7% | +8.3% | +6.5% |
| 6M | +13.2% | +14.0% | -0.8% | +8.5% |
| YTD | +26.9% | +18.6% | +8.3% | +20.0% |
| 1Y | +27.3% | +19.8% | +7.6% | +20.0% |
| 3Y | +39.7% | +34.8% | +4.9% | +25.8% |
| 5Y | +41.3% | +37.5% | +3.8% | +24.9% |
| 10Y | +76.3% | +199.9% | -123.6% | +18.6% |
| All | +5,393.0% | +10,253.6% | -4,860.6% | +1,100.3% |
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