+188.3%
ITW vs CAG
-36.2%
+224.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.7% | -5.7% | +5.0% | +0.8% |
| 30D | -8.3% | -2.4% | -5.9% | -7.9% |
| 3M | +6.0% | +9.8% | -3.8% | +3.0% |
| 6M | 0.0% | -10.8% | +10.8% | +2.5% |
| YTD | +10.2% | -10.8% | +21.0% | +12.7% |
| 1Y | +3.2% | -19.0% | +22.2% | +8.1% |
| 3Y | +21.0% | -39.7% | +60.7% | +35.4% |
| 5Y | +37.9% | -43.0% | +80.9% | +55.9% |
| All | +188.3% | -36.2% | +224.4% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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