+47.3%
CVX vs ITW
+18.9%
+28.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | +9.1% | -9.5% | +18.7% | +12.5% |
| 3M | +13.1% | +6.6% | +6.4% | +9.5% |
| 6M | +16.3% | -1.8% | +18.0% | +16.0% |
| YTD | +43.5% | +9.0% | +34.5% | +35.4% |
| 1Y | +40.2% | +3.6% | +36.6% | +35.6% |
| All | +47.3% | +18.9% | +28.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling