+9,775.7%
ITW vs CP
+7,872.5%
+1,903.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +0.5% | +2.8% | -2.3% | -0.6% |
| 30D | +9.1% | +11.0% | -2.0% | +4.6% |
| 3M | -1.6% | +3.8% | -5.4% | -3.1% |
| 6M | +14.5% | +9.5% | +5.0% | +10.2% |
| YTD | +19.2% | +28.2% | -9.0% | +7.6% |
| 1Y | +20.9% | +33.0% | -12.0% | +7.7% |
| 3Y | +33.1% | +35.5% | -2.4% | +16.1% |
| 5Y | +38.2% | +25.8% | +12.4% | +22.8% |
| 10Y | +196.2% | +250.7% | -54.6% | +75.9% |
| All | +9,775.7% | +7,872.5% | +1,903.1% | +1,816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling