+36.4%
ITW vs CAG
-42.8%
+79.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | -2.4% | -5.9% | +3.5% | -0.8% |
| 30D | -9.5% | -1.5% | -8.0% | -9.3% |
| 3M | +6.6% | +11.5% | -4.8% | +3.1% |
| 6M | -1.8% | -15.7% | +13.9% | +2.7% |
| YTD | +9.0% | -10.2% | +19.2% | +11.7% |
| 1Y | +3.6% | -18.1% | +21.6% | +8.8% |
| 3Y | +19.4% | -39.4% | +58.8% | +34.9% |
| 5Y | +36.4% | -42.6% | +79.0% | +55.1% |
| All | +36.4% | -42.8% | +79.2% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling