+194.2%
ITW vs CP
+259.0%
-64.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +0.5% | +0.9% | -0.4% | 0.0% |
| 30D | +7.7% | +10.3% | -2.7% | +2.1% |
| 3M | -1.3% | +2.3% | -3.6% | -2.7% |
| 6M | +15.5% | +10.7% | +4.8% | +9.0% |
| YTD | +18.6% | +29.3% | -10.7% | +2.7% |
| 1Y | +19.8% | +31.5% | -11.6% | +2.9% |
| 3Y | +32.5% | +36.7% | -4.2% | +8.5% |
| 5Y | +35.3% | +26.8% | +8.5% | +13.1% |
| All | +194.2% | +259.0% | -64.8% | +41.4% |
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