+37.2%
ITW vs CVE
+317.2%
-280.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.9% |
| 30D | -9.1% | +16.7% | -25.9% | -11.2% |
| 3M | +8.2% | +9.3% | -1.0% | +6.5% |
| 6M | -4.8% | +43.6% | -48.4% | -10.9% |
| YTD | +11.0% | +93.6% | -82.6% | -1.5% |
| 1Y | +4.2% | +98.8% | -94.5% | -8.2% |
| 3Y | +17.3% | +73.6% | -56.3% | +3.0% |
| All | +37.2% | +317.2% | -280.1% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling