+9,101.3%
ITW vs CPB
+325.7%
+8,775.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.4% |
| 7D | -3.6% | -8.6% | +5.0% | -1.1% |
| 30D | -9.1% | -7.2% | -1.9% | -7.3% |
| 3M | +8.2% | +0.9% | +7.3% | +7.3% |
| 6M | -4.8% | -11.8% | +7.0% | -2.1% |
| YTD | +11.0% | -19.4% | +30.4% | +16.9% |
| 1Y | +4.2% | -30.4% | +34.6% | +14.4% |
| 3Y | +17.3% | -40.2% | +57.4% | +32.6% |
| 5Y | +33.0% | -39.5% | +72.5% | +48.1% |
| 10Y | +182.3% | -47.4% | +229.7% | +213.8% |
| All | +9,101.3% | +325.7% | +8,775.6% | +5,067.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling