+1,878.9%
CVS vs ITW
+9,371.1%
-7,492.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -1.9% | -1.9% | 0.0% | -1.2% |
| 30D | -0.3% | -10.4% | +10.1% | +3.9% |
| 3M | -1.1% | +3.5% | -4.6% | -2.7% |
| 6M | +23.7% | -3.4% | +27.1% | +24.9% |
| YTD | +23.0% | +8.5% | +14.5% | +18.6% |
| 1Y | +37.2% | +3.2% | +33.9% | +34.5% |
| 3Y | +62.4% | +18.9% | +43.5% | +50.0% |
| 5Y | +31.8% | +35.0% | -3.2% | +14.5% |
| 10Y | +41.9% | +188.6% | -146.7% | -9.2% |
| All | +1,878.9% | +9,371.1% | -7,492.1% | +267.8% |
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