+3,154.0%
CLS vs ITW
+194.8%
+2,959.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.4% | +5.8% |
| 7D | +10.9% | -0.7% | +11.7% | +11.5% |
| 30D | +2.1% | -8.3% | +10.4% | +8.0% |
| 3M | -10.2% | +6.0% | -16.2% | -14.1% |
| 6M | +30.4% | 0.0% | +30.4% | +29.5% |
| YTD | +17.2% | +10.2% | +7.0% | +8.2% |
| 1Y | +41.0% | +3.2% | +37.8% | +35.0% |
| 3Y | +1,338.0% | +21.0% | +1,317.0% | +1,110.3% |
| 5Y | +3,860.6% | +37.9% | +3,822.7% | +2,913.5% |
| All | +3,154.0% | +194.8% | +2,959.2% | +1,640.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling