+19.1%
ITW vs CP
+19.7%
-0.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.2% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -10.4% | -0.5% | -9.9% | -10.3% |
| 3M | +3.5% | +0.1% | +3.4% | +3.4% |
| 6M | -3.4% | +7.8% | -11.2% | -6.8% |
| YTD | +8.5% | +22.9% | -14.3% | -1.1% |
| 1Y | +3.2% | +21.3% | -18.1% | -5.5% |
| All | +19.1% | +19.7% | -0.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling