+3.3%
ITW vs CF
+60.9%
-57.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.5% |
| 30D | -9.4% | +18.1% | -27.5% | -8.6% |
| 3M | +7.1% | +23.4% | -16.3% | +8.3% |
| 6M | -1.9% | +17.1% | -18.9% | -2.1% |
| YTD | +10.4% | +76.2% | -65.8% | +2.4% |
| 1Y | +3.3% | +62.3% | -59.0% | -3.1% |
| All | +3.3% | +60.9% | -57.6% | -3.1% |
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