+19.1%
ITW vs CRL
+38.7%
-19.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -1.9% | -4.6% | +2.7% | -1.1% |
| 30D | -10.4% | +0.5% | -10.9% | -10.5% |
| 3M | +3.5% | +46.6% | -43.1% | -3.2% |
| 6M | -3.4% | +57.3% | -60.6% | -11.3% |
| YTD | +8.5% | +39.5% | -31.0% | +1.4% |
| 1Y | +3.2% | +76.9% | -73.6% | -8.3% |
| All | +19.1% | +38.7% | -19.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling