+9,101.3%
ITW vs CMS
+457.8%
+8,643.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.6% | +0.4% | -3.9% | -3.7% |
| 30D | -9.1% | -3.6% | -5.5% | -8.2% |
| 3M | +8.2% | -1.9% | +10.1% | +8.7% |
| 6M | -4.8% | -11.0% | +6.2% | -1.8% |
| YTD | +11.0% | +0.2% | +10.8% | +10.7% |
| 1Y | +4.2% | -1.3% | +5.6% | +4.3% |
| 3Y | +17.3% | +35.9% | -18.7% | +6.7% |
| 5Y | +33.0% | +23.1% | +9.9% | +23.9% |
| 10Y | +182.3% | +117.9% | +64.4% | +124.3% |
| All | +9,101.3% | +457.8% | +8,643.5% | +4,924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling