+188.3%
ITW vs CNH
+158.6%
+29.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.7% | -5.7% | +5.0% | +1.3% |
| 30D | -8.3% | +26.6% | -34.9% | -16.8% |
| 3M | +6.0% | +31.1% | -25.1% | -5.6% |
| 6M | 0.0% | +24.9% | -24.9% | -10.0% |
| YTD | +10.2% | +48.7% | -38.5% | -7.5% |
| 1Y | +3.2% | +22.2% | -19.0% | -6.9% |
| 3Y | +21.0% | +7.4% | +13.5% | +11.1% |
| 5Y | +37.9% | +10.8% | +27.1% | +19.5% |
| All | +188.3% | +158.6% | +29.7% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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