+21.2%
ITW vs CPB
-41.0%
+62.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -0.4% | -8.2% | +7.8% | +1.0% |
| 30D | -9.4% | -5.6% | -3.8% | -8.6% |
| 3M | +7.1% | +3.0% | +4.1% | +6.1% |
| 6M | -1.9% | -12.7% | +10.9% | +0.6% |
| YTD | +10.4% | -18.0% | +28.4% | +14.5% |
| 1Y | +3.3% | -31.7% | +35.0% | +11.6% |
| All | +21.2% | -41.0% | +62.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling