+4,711.1%
CVX vs ITW
+9,539.7%
-4,828.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +13.4% | -9.4% | +22.9% | +18.3% |
| 3M | +11.8% | +7.1% | +4.7% | +7.9% |
| 6M | +12.4% | -1.9% | +14.3% | +12.1% |
| YTD | +41.5% | +10.4% | +31.1% | +33.6% |
| 1Y | +41.6% | +3.3% | +38.3% | +37.4% |
| 3Y | +42.2% | +21.0% | +21.2% | +28.0% |
| 5Y | +166.0% | +36.3% | +129.7% | +123.6% |
| 10Y | +207.2% | +185.8% | +21.4% | +92.1% |
| All | +4,711.1% | +9,539.7% | -4,828.6% | +1,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling