+5,056.8%
GWW vs CNI
+6,494.7%
-1,437.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.5% | +0.9% | -1.3% | -0.8% |
| 30D | -1.4% | -2.1% | +0.7% | -0.6% |
| 3M | -3.6% | +1.8% | -5.5% | -4.6% |
| 6M | +15.1% | +14.8% | +0.3% | +7.8% |
| YTD | +27.5% | +25.4% | +2.1% | +14.6% |
| 1Y | +29.6% | +32.9% | -3.3% | +13.3% |
| 3Y | +90.1% | +20.2% | +69.9% | +71.8% |
| 5Y | +222.6% | +12.2% | +210.5% | +197.5% |
| 10Y | +566.5% | +136.0% | +430.5% | +343.8% |
| All | +5,056.8% | +6,494.7% | -1,437.8% | +1,060.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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