+32.7%
ITW vs CNH
+30.2%
+2.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.5% |
| 7D | +0.5% | +6.4% | -5.9% | -1.5% |
| 30D | +7.7% | -1.6% | +9.3% | +7.8% |
| 3M | -1.3% | +11.6% | -12.9% | -5.9% |
| 6M | +15.5% | +12.5% | +3.0% | +9.1% |
| YTD | +18.6% | +31.1% | -12.4% | +6.1% |
| 1Y | +19.8% | +17.0% | +2.8% | +11.0% |
| All | +32.7% | +30.2% | +2.6% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling