+1.4%
CRM vs ITW
+4.8%
-3.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +2.2% |
| 7D | -4.4% | -0.7% | -3.7% | -4.6% |
| 30D | +28.1% | -8.3% | +36.5% | +25.9% |
| 3M | +48.8% | +6.0% | +42.8% | +52.8% |
| 6M | +28.3% | 0.0% | +28.3% | +30.4% |
| YTD | -6.0% | +10.2% | -16.2% | -5.1% |
| 1Y | +1.4% | +3.2% | -1.8% | +3.9% |
| All | +1.4% | +4.8% | -3.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling