+4,462.8%
CNC vs ITW
+1,332.6%
+3,130.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -3.9% | -2.4% | -1.5% | -2.7% |
| 30D | +0.8% | -9.5% | +10.3% | +6.1% |
| 3M | +0.1% | +6.6% | -6.6% | -3.7% |
| 6M | +79.7% | -1.8% | +81.4% | +79.7% |
| YTD | +58.9% | +9.0% | +49.9% | +50.1% |
| 1Y | +109.1% | +3.6% | +105.6% | +102.6% |
| 3Y | 0.0% | +19.4% | -19.5% | -11.7% |
| 5Y | +9.5% | +36.4% | -26.9% | -12.1% |
| 10Y | +95.7% | +190.0% | -94.3% | +1.9% |
| All | +4,462.8% | +1,332.6% | +3,130.2% | +765.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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