+733.9%
ITW vs CVE
+61.8%
+672.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +0.9% | -16.1% | +17.0% | +4.2% |
| 30D | +7.6% | -10.4% | +18.0% | +9.6% |
| 3M | -4.0% | -2.4% | -1.7% | -4.1% |
| 6M | +9.2% | -4.4% | +13.6% | +8.9% |
| YTD | +16.2% | +64.9% | -48.7% | +2.8% |
| 1Y | +17.9% | +66.0% | -48.1% | +4.0% |
| 3Y | +30.6% | +57.7% | -27.1% | +13.9% |
| 5Y | +35.2% | +144.7% | -109.6% | +3.3% |
| 10Y | +212.2% | +139.2% | +73.0% | +101.1% |
| All | +733.9% | +61.8% | +672.0% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling