+1,618.3%
ITW vs CRL
+1,379.5%
+238.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -3.6% | -1.0% | -2.5% | -3.3% |
| 30D | -9.1% | +10.7% | -19.8% | -11.5% |
| 3M | +8.2% | +55.3% | -47.1% | -3.7% |
| 6M | -4.8% | +60.7% | -65.4% | -16.8% |
| YTD | +11.0% | +44.6% | -33.6% | -1.0% |
| 1Y | +4.2% | +77.7% | -73.5% | -12.4% |
| 3Y | +17.3% | +37.6% | -20.4% | +0.5% |
| 5Y | +33.0% | -35.8% | +68.8% | +35.3% |
| 10Y | +182.3% | +241.7% | -59.4% | +78.4% |
| All | +1,618.3% | +1,379.5% | +238.8% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling