+22.9%
ITW vs CF
+35.9%
-13.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +2.0% |
| 7D | +6.3% | -6.9% | +13.2% | +5.8% |
| 30D | +11.1% | -3.7% | +14.8% | +10.8% |
| 3M | +0.1% | -5.0% | +5.1% | -0.2% |
| 6M | +18.1% | -10.5% | +28.5% | +17.2% |
| YTD | +21.4% | +46.5% | -25.1% | +8.5% |
| 1Y | +22.9% | +34.8% | -11.9% | +11.3% |
| All | +22.9% | +35.9% | -13.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling