+106.0%
ITW vs CLBK
+64.7%
+41.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.3% |
| 7D | -1.9% | -1.5% | -0.4% | -1.4% |
| 30D | -10.4% | +6.7% | -17.0% | -12.6% |
| 3M | +3.5% | +21.2% | -17.6% | -3.9% |
| 6M | -3.4% | +42.0% | -45.3% | -15.5% |
| YTD | +8.5% | +63.3% | -54.7% | -10.2% |
| 1Y | +3.2% | +65.4% | -62.2% | -15.4% |
| 3Y | +18.9% | +52.5% | -33.6% | -2.7% |
| 5Y | +35.0% | +42.0% | -6.9% | +5.9% |
| All | +106.0% | +64.7% | +41.3% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling