+195.0%
ITW vs CMS
+140.2%
+54.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | +6.7% | +6.2% | +0.5% | +3.9% |
| 3M | -0.5% | +0.6% | -1.2% | -0.9% |
| 6M | +16.4% | -1.8% | +18.2% | +17.0% |
| YTD | +19.0% | +3.8% | +15.1% | +16.4% |
| 1Y | +20.2% | -1.8% | +22.0% | +20.5% |
| 3Y | +33.1% | +39.8% | -6.7% | +12.5% |
| 5Y | +35.7% | +37.1% | -1.4% | +14.4% |
| All | +195.0% | +140.2% | +54.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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