+975.9%
ITW vs CF
+5,315.1%
-4,339.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +0.9% | -3.2% | +4.0% | +1.4% |
| 30D | +7.6% | +4.3% | +3.3% | +6.3% |
| 3M | -4.0% | +2.8% | -6.9% | -5.3% |
| 6M | +9.2% | +0.6% | +8.6% | +7.8% |
| YTD | +16.2% | +56.6% | -40.4% | +1.8% |
| 1Y | +17.9% | +49.6% | -31.7% | +4.3% |
| 3Y | +30.6% | +61.5% | -30.9% | +11.1% |
| 5Y | +35.2% | +124.0% | -88.8% | +1.3% |
| 10Y | +212.2% | +573.2% | -360.9% | +68.3% |
| All | +975.9% | +5,315.1% | -4,339.3% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling