+185.1%
ITW vs CFG
+311.8%
-126.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -2.4% | -1.7% | -0.7% | -1.8% |
| 30D | -9.5% | -4.6% | -4.9% | -8.0% |
| 3M | +6.6% | +7.9% | -1.2% | +3.7% |
| 6M | -1.8% | +19.9% | -21.6% | -8.2% |
| YTD | +9.0% | +21.7% | -12.7% | +1.1% |
| 1Y | +3.6% | +38.4% | -34.9% | -8.6% |
| 3Y | +19.4% | +187.0% | -167.6% | -21.2% |
| 5Y | +36.4% | +99.5% | -63.1% | -0.5% |
| All | +185.1% | +311.8% | -126.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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