+185.1%
ITW vs CPB
-45.5%
+230.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.3% |
| 7D | -2.4% | -5.4% | +3.0% | -1.3% |
| 30D | -9.5% | -7.8% | -1.7% | -8.2% |
| 3M | +6.6% | -6.9% | +13.6% | +7.8% |
| 6M | -1.8% | -12.2% | +10.4% | +0.3% |
| YTD | +9.0% | -21.1% | +30.1% | +13.6% |
| 1Y | +3.6% | -33.5% | +37.1% | +11.8% |
| 3Y | +19.4% | -43.2% | +62.6% | +32.0% |
| 5Y | +36.4% | -40.9% | +77.3% | +48.3% |
| All | +185.1% | -45.5% | +230.5% | +213.0% |
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