+185.8%
ITW vs CF
+589.1%
-403.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -9.4% | +18.1% | -27.5% | -12.6% |
| 3M | +7.1% | +23.4% | -16.3% | +2.1% |
| 6M | -1.9% | +17.1% | -18.9% | -7.0% |
| YTD | +10.4% | +76.2% | -65.8% | -5.2% |
| 1Y | +3.3% | +62.3% | -59.0% | -9.9% |
| 3Y | +21.0% | +71.8% | -50.8% | +1.8% |
| 5Y | +36.3% | +234.6% | -198.3% | -11.9% |
| 10Y | +185.8% | +574.3% | -388.5% | +51.6% |
| All | +185.8% | +589.1% | -403.3% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling