+553.3%
ITW vs CG
+341.4%
+211.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.1% |
| 7D | -0.4% | -1.3% | +0.8% | -0.1% |
| 30D | -9.4% | -3.2% | -6.3% | -8.7% |
| 3M | +7.1% | +6.2% | +0.9% | +4.8% |
| 6M | -1.9% | -4.7% | +2.8% | -1.3% |
| YTD | +10.4% | -20.6% | +31.1% | +16.6% |
| 1Y | +3.3% | -26.4% | +29.7% | +11.0% |
| 3Y | +21.0% | +55.4% | -34.4% | -0.7% |
| 5Y | +36.3% | +9.8% | +26.5% | +19.5% |
| 10Y | +185.8% | +341.4% | -155.6% | +63.2% |
| All | +553.3% | +341.4% | +211.9% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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