+8,892.5%
ITW vs CRS
+9,806.3%
-913.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.9% | -0.5% | -1.3% | -1.8% |
| 30D | -10.4% | -18.1% | +7.7% | -5.5% |
| 3M | +3.5% | -12.4% | +16.0% | +6.6% |
| 6M | -3.4% | +15.9% | -19.3% | -8.6% |
| YTD | +8.5% | +45.8% | -37.3% | -4.3% |
| 1Y | +3.2% | +87.8% | -84.5% | -16.3% |
| 3Y | +18.9% | +648.7% | -629.8% | -38.7% |
| 5Y | +35.0% | +1,416.6% | -1,381.6% | -46.2% |
| 10Y | +188.6% | +1,412.7% | -1,224.0% | -0.8% |
| All | +8,892.5% | +9,806.3% | -913.8% | +1,209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling