+63.9%
CSCO vs ITW
+5.8%
+58.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -0.7% | -3.6% | +2.9% | -0.1% |
| 30D | -10.1% | -9.1% | -1.0% | -8.8% |
| 3M | -15.7% | +8.2% | -23.9% | -16.5% |
| 6M | +36.3% | -4.8% | +41.0% | +37.2% |
| YTD | +43.8% | +11.0% | +32.8% | +42.1% |
| 1Y | +63.9% | +4.2% | +59.7% | +59.9% |
| All | +63.9% | +5.8% | +58.2% | +59.9% |
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