+30.6%
ITW vs CVE
+53.7%
-23.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.9% | -16.1% | +17.0% | +2.5% |
| 30D | +7.6% | -10.4% | +18.0% | +8.4% |
| 3M | -4.0% | -2.4% | -1.7% | -4.4% |
| 6M | +9.2% | -4.4% | +13.6% | +8.8% |
| YTD | +16.2% | +64.9% | -48.7% | +3.6% |
| 1Y | +17.9% | +66.0% | -48.1% | +4.8% |
| 3Y | +30.6% | +57.7% | -27.1% | +11.3% |
| All | +30.6% | +53.7% | -23.1% | +11.3% |
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