+22.9%
ITW vs CVE
+73.4%
-50.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.6% | +10.0% | +1.8% |
| 7D | +6.3% | -12.1% | +18.4% | +5.3% |
| 30D | +11.1% | -9.8% | +20.9% | +10.2% |
| 3M | +0.1% | -0.7% | +0.8% | -0.1% |
| 6M | +18.1% | -4.3% | +22.4% | +18.3% |
| YTD | +21.4% | +70.6% | -49.2% | +9.2% |
| 1Y | +22.9% | +73.2% | -50.3% | +11.7% |
| All | +22.9% | +73.4% | -50.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling