+24.5%
COP vs ITW
+18.4%
+6.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.8% |
| 7D | -0.5% | -1.9% | +1.4% | +0.2% |
| 30D | +11.7% | -10.4% | +22.1% | +16.4% |
| 3M | +17.7% | +3.5% | +14.2% | +14.5% |
| 6M | +18.3% | -3.4% | +21.7% | +18.9% |
| YTD | +49.1% | +8.5% | +40.6% | +39.4% |
| 1Y | +53.3% | +3.2% | +50.1% | +47.5% |
| All | +24.5% | +18.4% | +6.1% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling