+4,850.5%
CL vs ITW
+9,591.0%
-4,740.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 6M | -5.7% | -4.8% | -0.9% | -4.5% |
| YTD | +14.4% | +11.0% | +3.3% | +10.4% |
| 1Y | +8.7% | +4.2% | +4.5% | +6.9% |
| 3Y | +30.0% | +17.3% | +12.7% | +22.1% |
| 5Y | +28.4% | +33.0% | -4.6% | +14.6% |
| 10Y | +50.1% | +182.3% | -132.2% | +2.8% |
| All | +4,850.5% | +9,591.0% | -4,740.5% | +1,004.4% |
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 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