+58.6%
CNH vs WTW
+249.8%
-191.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.7% | -4.2% |
| 7D | +8.8% | -2.7% | +11.5% | +10.3% |
| 30D | +24.7% | -5.6% | +30.3% | +28.1% |
| 3M | +27.3% | +26.5% | +0.8% | +13.0% |
| 6M | +23.2% | +8.1% | +15.0% | +16.4% |
| YTD | +48.9% | -0.3% | +49.2% | +45.6% |
| 1Y | +19.4% | -0.9% | +20.3% | +16.5% |
| 3Y | +7.8% | +66.6% | -58.9% | -23.0% |
| 5Y | +8.7% | +54.0% | -45.2% | -19.8% |
| 10Y | +149.5% | +198.1% | -48.6% | +22.3% |
| All | +58.6% | +249.8% | -191.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling