+415.5%
CNQ vs ITW
+194.8%
+220.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.5% |
| 30D | +6.2% | -8.3% | +14.5% | +11.7% |
| 3M | +12.4% | +6.0% | +6.3% | +7.2% |
| 6M | +9.0% | 0.0% | +9.0% | +6.8% |
| YTD | +52.2% | +10.2% | +42.0% | +39.5% |
| 1Y | +65.0% | +3.2% | +61.8% | +57.2% |
| 3Y | +78.8% | +21.0% | +57.9% | +50.1% |
| 5Y | +286.0% | +37.9% | +248.1% | +187.1% |
| All | +415.5% | +194.8% | +220.7% | +161.8% |
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