+272.1%
CNQ vs ITW
+36.9%
+235.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | +6.2% | -8.3% | +14.5% | +9.8% |
| 3M | +12.4% | +6.0% | +6.3% | +8.7% |
| 6M | +9.0% | 0.0% | +9.0% | +7.6% |
| YTD | +52.2% | +10.2% | +42.0% | +42.8% |
| 1Y | +65.0% | +3.2% | +61.8% | +59.7% |
| 3Y | +78.8% | +21.0% | +57.9% | +56.5% |
| All | +272.1% | +36.9% | +235.2% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling