+219.9%
CTVA vs ITW
+113.6%
+106.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.3% |
| 7D | -5.8% | -1.9% | -3.9% | -4.7% |
| 30D | +11.1% | -10.4% | +21.4% | +18.5% |
| 3M | +13.2% | +3.5% | +9.7% | +10.3% |
| 6M | +8.7% | -3.4% | +12.1% | +9.9% |
| YTD | +27.3% | +8.5% | +18.8% | +19.2% |
| 1Y | +18.0% | +3.2% | +14.8% | +13.7% |
| 3Y | +76.5% | +18.9% | +57.6% | +53.2% |
| 5Y | +105.1% | +35.0% | +70.1% | +58.6% |
| All | +219.9% | +113.6% | +106.3% | +77.9% |
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 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