+185.1%
ITW vs CP
+230.5%
-45.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.0% |
| 30D | -9.5% | -3.4% | -6.2% | -8.0% |
| 3M | +6.6% | -0.6% | +7.3% | +6.8% |
| 6M | -1.8% | +6.3% | -8.1% | -5.3% |
| YTD | +9.0% | +21.2% | -12.2% | -2.1% |
| 1Y | +3.6% | +20.0% | -16.5% | -6.7% |
| 3Y | +19.4% | +18.7% | +0.7% | +5.6% |
| 5Y | +36.4% | +34.8% | +1.6% | +9.8% |
| All | +185.1% | +230.5% | -45.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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