+188.3%
ITW vs CRL
+256.1%
-67.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -0.7% | -3.5% | +2.8% | +0.2% |
| 30D | -8.3% | -2.1% | -6.2% | -7.9% |
| 3M | +6.0% | +48.0% | -41.9% | -5.2% |
| 6M | 0.0% | +64.7% | -64.7% | -14.1% |
| YTD | +10.2% | +39.5% | -29.3% | -1.5% |
| 1Y | +3.2% | +74.2% | -71.0% | -14.1% |
| 3Y | +21.0% | +39.4% | -18.4% | +1.7% |
| 5Y | +37.9% | -36.9% | +74.8% | +47.5% |
| All | +188.3% | +256.1% | -67.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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