+22.9%
ITW vs CRS
-3.8%
+26.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.6% |
| 7D | +6.3% | +4.3% | +2.0% | +5.8% |
| 30D | +11.1% | -25.5% | +36.6% | +14.4% |
| 3M | +0.1% | -48.7% | +48.8% | +8.9% |
| 6M | +18.1% | -31.6% | +49.7% | +21.6% |
| YTD | +21.4% | -7.0% | +28.4% | +19.1% |
| 1Y | +22.9% | -4.5% | +27.4% | +20.1% |
| All | +22.9% | -3.8% | +26.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling