+188.3%
ITW vs CRS
+1,392.1%
-1,203.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -0.7% | -6.8% | +6.0% | +0.9% |
| 30D | -8.3% | -16.1% | +7.8% | -4.6% |
| 3M | +6.0% | -21.2% | +27.2% | +11.6% |
| 6M | 0.0% | +8.7% | -8.7% | -3.2% |
| YTD | +10.2% | +41.0% | -30.7% | -0.3% |
| 1Y | +3.2% | +82.7% | -79.4% | -13.4% |
| 3Y | +21.0% | +604.8% | -583.8% | -32.2% |
| 5Y | +37.9% | +1,384.7% | -1,346.8% | -39.9% |
| All | +188.3% | +1,392.1% | -1,203.8% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling