+32.7%
ITW vs CVE
+73.1%
-40.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +0.5% | +4.6% | -4.2% | 0.0% |
| 30D | +7.7% | -12.0% | +19.7% | +8.8% |
| 3M | -1.3% | -3.8% | +2.5% | -1.4% |
| 6M | +15.5% | -2.7% | +18.2% | +15.1% |
| YTD | +18.6% | +73.6% | -55.0% | +5.2% |
| 1Y | +19.8% | +62.0% | -42.2% | +7.6% |
| All | +32.7% | +73.1% | -40.4% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling