+132.5%
CNP vs ITW
+194.8%
-62.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | -2.9% | -8.3% | +5.4% | +1.1% |
| 3M | -7.5% | +6.0% | -13.6% | -10.4% |
| 6M | -7.9% | 0.0% | -7.9% | -8.5% |
| YTD | +3.7% | +10.2% | -6.5% | -2.1% |
| 1Y | +4.6% | +3.2% | +1.4% | +1.7% |
| 3Y | +49.1% | +21.0% | +28.2% | +31.0% |
| 5Y | +69.2% | +37.9% | +31.3% | +35.0% |
| All | +132.5% | +194.8% | -62.4% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling