+19,104.6%
CMI vs ITW
+9,414.5%
+9,690.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +2.6% |
| 30D | -12.8% | -9.5% | -3.2% | -6.2% |
| 3M | -12.4% | +6.6% | -19.1% | -17.0% |
| 6M | -0.9% | -1.8% | +0.9% | -0.1% |
| YTD | +8.9% | +9.0% | -0.2% | +1.6% |
| 1Y | +37.7% | +3.6% | +34.1% | +32.9% |
| 3Y | +148.9% | +19.4% | +129.4% | +115.9% |
| 5Y | +164.4% | +36.4% | +128.0% | +106.6% |
| 10Y | +506.9% | +190.0% | +317.0% | +172.8% |
| All | +19,104.6% | +9,414.5% | +9,690.1% | +2,215.3% |
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