+4,492.0%
COP vs ITW
+9,591.0%
-5,099.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +3.0% | -3.6% | +6.6% | +4.7% |
| 30D | +17.5% | -9.1% | +26.6% | +22.6% |
| 3M | +13.4% | +8.2% | +5.1% | +8.5% |
| 6M | +17.7% | -4.8% | +22.5% | +18.8% |
| YTD | +46.6% | +11.0% | +35.6% | +37.7% |
| 1Y | +44.6% | +4.2% | +40.4% | +39.7% |
| 3Y | +20.7% | +17.3% | +3.4% | +9.9% |
| 5Y | +185.0% | +33.0% | +152.0% | +141.3% |
| 10Y | +347.0% | +182.3% | +164.7% | +177.0% |
| All | +4,492.0% | +9,591.0% | -5,099.0% | +1,096.0% |
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