+33.1%
ITW vs CPB
-35.1%
+68.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +2.6% |
| 30D | +6.7% | +19.2% | -12.5% | +3.2% |
| 3M | -0.5% | -0.9% | +0.4% | -0.7% |
| 6M | +16.4% | +15.2% | +1.2% | +12.5% |
| YTD | +19.0% | -13.1% | +32.0% | +21.9% |
| 1Y | +20.2% | -22.4% | +42.6% | +26.6% |
| 3Y | +33.1% | -35.3% | +68.4% | +45.4% |
| All | +33.1% | -35.1% | +68.2% | +45.4% |
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