+2,211.4%
ITW vs CNI
+6,457.9%
-4,246.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | -2.4% | -1.1% | -1.3% | -1.8% |
| 30D | -9.5% | -3.5% | -6.0% | -7.9% |
| 3M | +6.6% | +2.2% | +4.4% | +5.4% |
| 6M | -1.8% | +15.1% | -16.8% | -8.9% |
| YTD | +9.0% | +24.7% | -15.7% | -3.1% |
| 1Y | +3.6% | +33.4% | -29.8% | -11.2% |
| 3Y | +19.4% | +19.5% | -0.1% | +7.0% |
| 5Y | +36.4% | +12.6% | +23.8% | +24.6% |
| 10Y | +190.0% | +134.7% | +55.3% | +81.6% |
| All | +2,211.4% | +6,457.9% | -4,246.5% | +279.4% |
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