+195.0%
ITW vs CPB
-38.9%
+233.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.6% |
| 30D | +6.7% | +19.2% | -12.5% | +2.9% |
| 3M | -0.5% | -0.9% | +0.4% | -0.7% |
| 6M | +16.4% | +15.2% | +1.2% | +12.3% |
| YTD | +19.0% | -13.1% | +32.0% | +21.4% |
| 1Y | +20.2% | -22.4% | +42.6% | +25.7% |
| 3Y | +33.1% | -35.3% | +68.4% | +43.2% |
| 5Y | +35.7% | -33.0% | +68.7% | +43.7% |
| All | +195.0% | -38.9% | +233.9% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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