+2,625.8%
CNI vs WTW
+1,102.0%
+1,523.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 6M | +16.4% | +9.6% | +6.7% | +11.3% |
| YTD | +25.8% | -3.3% | +29.1% | +24.9% |
| 1Y | +32.4% | -6.1% | +38.5% | +32.6% |
| 3Y | +19.1% | +61.8% | -42.8% | -3.7% |
| 5Y | +13.6% | +42.7% | -29.1% | -4.6% |
| 10Y | +136.8% | +197.2% | -60.4% | +49.7% |
| All | +2,625.8% | +1,102.0% | +1,523.8% | +1,299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling