+134.3%
CNI vs WTW
+198.0%
-63.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.4% | -5.7% | +5.3% | +1.6% |
| 30D | -2.7% | -7.3% | +4.6% | -0.3% |
| 3M | +3.9% | +21.5% | -17.5% | -3.4% |
| 6M | +16.4% | +9.6% | +6.7% | +11.3% |
| YTD | +25.8% | -3.3% | +29.1% | +25.2% |
| 1Y | +32.4% | -6.1% | +38.5% | +33.0% |
| 3Y | +19.1% | +61.8% | -42.8% | -6.9% |
| 5Y | +13.6% | +42.7% | -29.1% | -7.4% |
| All | +134.3% | +198.0% | -63.7% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling