+1,834.4%
CNP vs ITW
+9,539.7%
-7,705.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | +1.6% | -0.4% | +2.1% | +1.8% |
| 30D | -0.8% | -9.4% | +8.6% | +2.4% |
| 3M | -3.6% | +7.1% | -10.7% | -5.9% |
| 6M | -6.9% | -1.9% | -5.1% | -6.7% |
| YTD | +6.4% | +10.4% | -4.0% | +2.5% |
| 1Y | +9.9% | +3.3% | +6.6% | +8.0% |
| 3Y | +53.1% | +21.0% | +32.1% | +41.4% |
| 5Y | +72.0% | +36.3% | +35.7% | +51.3% |
| 10Y | +131.5% | +185.8% | -54.3% | +61.9% |
| All | +1,834.4% | +9,539.7% | -7,705.3% | +623.2% |
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