+216.7%
CTVA vs ITW
+117.0%
+99.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | -4.5% | -0.7% | -3.8% | -4.1% |
| 30D | +11.3% | -8.3% | +19.6% | +17.1% |
| 3M | +12.3% | +6.0% | +6.3% | +7.8% |
| 6M | +7.2% | 0.0% | +7.2% | +6.0% |
| YTD | +26.0% | +10.2% | +15.8% | +16.9% |
| 1Y | +16.0% | +3.2% | +12.8% | +11.9% |
| 3Y | +73.9% | +21.0% | +52.9% | +49.4% |
| 5Y | +103.8% | +37.9% | +65.9% | +55.5% |
| All | +216.7% | +117.0% | +99.7% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling