+185.8%
ITW vs CVE
+170.0%
+15.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -9.4% | +17.5% | -26.9% | -11.8% |
| 3M | +7.1% | +16.2% | -9.1% | +4.0% |
| 6M | -1.9% | +47.8% | -49.6% | -8.9% |
| YTD | +10.4% | +98.5% | -88.0% | -2.7% |
| 1Y | +3.3% | +109.8% | -106.5% | -10.1% |
| 3Y | +21.0% | +75.5% | -54.5% | +6.6% |
| 5Y | +36.3% | +341.6% | -305.3% | -0.2% |
| 10Y | +185.8% | +159.8% | +26.0% | +83.8% |
| All | +185.8% | +170.0% | +15.8% | +83.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling