+32.2%
CVS vs ITW
+36.9%
-4.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -2.2% | -0.7% | -1.4% | -1.9% |
| 30D | -0.1% | -8.3% | +8.3% | +3.4% |
| 3M | -5.2% | +6.0% | -11.2% | -7.7% |
| 6M | +26.9% | 0.0% | +26.9% | +26.3% |
| YTD | +22.1% | +10.2% | +11.8% | +16.6% |
| 1Y | +30.8% | +3.2% | +27.6% | +28.1% |
| 3Y | +54.4% | +21.0% | +33.4% | +40.4% |
| All | +32.2% | +36.9% | -4.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling