+219.2%
CVX vs ITW
+194.8%
+24.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | +2.6% | -0.7% | +3.3% | +3.0% |
| 30D | +9.8% | -8.3% | +18.2% | +15.5% |
| 3M | +16.2% | +6.0% | +10.2% | +11.1% |
| 6M | +13.6% | 0.0% | +13.6% | +11.6% |
| YTD | +44.4% | +10.2% | +34.1% | +32.6% |
| 1Y | +40.6% | +3.2% | +37.4% | +34.3% |
| 3Y | +48.2% | +21.0% | +27.2% | +25.7% |
| 5Y | +172.3% | +37.9% | +134.4% | +103.2% |
| All | +219.2% | +194.8% | +24.4% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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