+3.3%
ITW vs CVE
+109.0%
-105.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.4% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -9.4% | +17.5% | -26.9% | -8.7% |
| 3M | +7.1% | +16.2% | -9.1% | +8.2% |
| 6M | -1.9% | +47.8% | -49.6% | -4.1% |
| YTD | +10.4% | +98.5% | -88.0% | +3.2% |
| 1Y | +3.3% | +109.8% | -106.5% | -2.5% |
| All | +3.3% | +109.0% | -105.7% | -2.5% |
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