+37.6%
ITW vs CLBK
+43.5%
-5.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.7% | -1.5% | +0.7% | -0.4% |
| 30D | -8.3% | -1.0% | -7.3% | -8.1% |
| 3M | +6.0% | +22.9% | -16.9% | +0.3% |
| 6M | 0.0% | +44.2% | -44.2% | -9.3% |
| YTD | +10.2% | +64.0% | -53.7% | -3.5% |
| 1Y | +3.2% | +65.7% | -62.5% | -10.1% |
| 3Y | +21.0% | +54.1% | -33.1% | +5.4% |
| All | +37.6% | +43.5% | -5.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling