+342.7%
ITW vs CFG
+361.3%
-18.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +2.3% | +3.2% | -0.9% | +1.2% |
| 30D | +6.7% | +5.1% | +1.6% | +4.8% |
| 3M | -0.5% | -11.2% | +10.7% | +3.8% |
| 6M | +16.4% | +9.6% | +6.8% | +12.4% |
| YTD | +19.0% | +15.0% | +4.0% | +12.5% |
| 1Y | +20.2% | +29.9% | -9.6% | +8.8% |
| 3Y | +33.1% | +192.1% | -159.0% | -12.5% |
| 5Y | +35.7% | +62.3% | -26.6% | +7.0% |
| 10Y | +194.0% | +219.2% | -25.1% | +62.1% |
| All | +342.7% | +361.3% | -18.6% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling