+12.8%
ITW vs CAI
-11.0%
+23.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -1.7% |
| 7D | -1.9% | -3.1% | +1.2% | -1.8% |
| 30D | -10.4% | +2.7% | -13.1% | -10.5% |
| 3M | +3.5% | +41.7% | -38.2% | +2.3% |
| 6M | -3.4% | +26.5% | -29.8% | -4.5% |
| YTD | +8.5% | -10.9% | +19.4% | +8.5% |
| 1Y | +3.2% | -29.2% | +32.5% | +4.4% |
| All | +12.8% | -11.0% | +23.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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