+927.7%
ITW vs CF
+5,948.3%
-5,020.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | +0.1% |
| 7D | -3.6% | +6.0% | -9.6% | -4.9% |
| 30D | -9.1% | +14.8% | -24.0% | -12.1% |
| 3M | +8.2% | +14.1% | -5.8% | +4.6% |
| 6M | -4.8% | +28.5% | -33.3% | -12.0% |
| YTD | +11.0% | +74.9% | -63.9% | -4.7% |
| 1Y | +4.2% | +61.7% | -57.4% | -9.1% |
| 3Y | +17.3% | +80.3% | -63.1% | -2.4% |
| 5Y | +33.0% | +226.0% | -193.0% | -9.0% |
| 10Y | +182.3% | +569.9% | -387.5% | +52.6% |
| All | +927.7% | +5,948.3% | -5,020.6% | +211.6% |
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 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