+9,052.6%
ITW vs CAG
+594.9%
+8,457.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -0.4% | -5.3% | +4.8% | +1.1% |
| 30D | -9.4% | +1.0% | -10.4% | -9.8% |
| 3M | +7.1% | +17.4% | -10.3% | +1.8% |
| 6M | -1.9% | -16.8% | +15.0% | +2.6% |
| YTD | +10.4% | -6.8% | +17.2% | +11.6% |
| 1Y | +3.3% | -15.4% | +18.7% | +7.1% |
| 3Y | +21.0% | -37.1% | +58.1% | +34.9% |
| 5Y | +36.3% | -41.3% | +77.6% | +53.9% |
| 10Y | +185.8% | -35.5% | +221.2% | +199.9% |
| All | +9,052.6% | +594.9% | +8,457.7% | +4,662.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling