+21.2%
ITW vs CNH
+7.0%
+14.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | +1.1% |
| 7D | -0.4% | +8.8% | -9.2% | -3.1% |
| 30D | -9.4% | +24.7% | -34.1% | -15.8% |
| 3M | +7.1% | +27.3% | -20.2% | -1.4% |
| 6M | -1.9% | +23.2% | -25.0% | -9.2% |
| YTD | +10.4% | +48.9% | -38.5% | -3.9% |
| 1Y | +3.3% | +19.4% | -16.1% | -3.9% |
| All | +21.2% | +7.0% | +14.2% | +13.9% |
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