+1,740.9%
ITW vs CRL
+1,633.2%
+107.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +6.7% | +11.9% | -5.2% | +3.1% |
| 3M | -0.5% | +20.2% | -20.7% | -5.9% |
| 6M | +16.4% | +107.5% | -91.1% | -4.8% |
| YTD | +19.0% | +69.4% | -50.5% | +1.1% |
| 1Y | +20.2% | +99.7% | -79.5% | -2.2% |
| 3Y | +33.1% | +98.8% | -65.7% | +2.9% |
| 5Y | +35.7% | -12.4% | +48.1% | +26.7% |
| 10Y | +194.0% | +352.9% | -158.8% | +72.2% |
| All | +1,740.9% | +1,633.2% | +107.7% | +731.6% |
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