+35.0%
ITW vs CPB
-38.1%
+73.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -1.9% | -8.0% | +6.1% | -0.3% |
| 30D | -10.4% | -2.4% | -8.0% | -10.1% |
| 3M | +3.5% | +0.5% | +3.0% | +3.0% |
| 6M | -3.4% | -10.5% | +7.1% | -1.5% |
| YTD | +8.5% | -17.5% | +26.0% | +12.5% |
| 1Y | +3.2% | -31.0% | +34.3% | +11.5% |
| 3Y | +18.9% | -40.6% | +59.5% | +31.3% |
| 5Y | +35.0% | -37.7% | +72.8% | +43.6% |
| All | +35.0% | -38.1% | +73.1% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling