+38.2%
ITW vs CMS
+35.4%
+2.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +9.1% | +7.4% | +1.6% | +6.0% |
| 3M | -1.6% | +1.9% | -3.4% | -2.3% |
| 6M | +14.5% | -2.3% | +16.8% | +15.3% |
| YTD | +19.2% | +3.0% | +16.2% | +17.2% |
| 1Y | +20.9% | -2.8% | +23.7% | +21.7% |
| 3Y | +33.1% | +37.9% | -4.8% | +14.4% |
| 5Y | +38.2% | +34.0% | +4.2% | +18.9% |
| All | +38.2% | +35.4% | +2.8% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling