+167.0%
CVX vs ITW
+36.9%
+130.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | +9.8% | -8.3% | +18.2% | +13.2% |
| 3M | +16.2% | +6.0% | +10.2% | +12.9% |
| 6M | +13.6% | 0.0% | +13.6% | +12.5% |
| YTD | +44.4% | +10.2% | +34.1% | +36.6% |
| 1Y | +40.6% | +3.2% | +37.4% | +36.7% |
| 3Y | +48.2% | +21.0% | +27.2% | +33.5% |
| All | +167.0% | +36.9% | +130.1% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling