+219.2%
CVX vs GWRE
+131.0%
+88.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +2.6% | -13.2% | +15.9% | +4.6% |
| 30D | +9.8% | -18.6% | +28.4% | +12.3% |
| 3M | +16.2% | +18.9% | -2.7% | +11.7% |
| 6M | +13.6% | -11.0% | +24.6% | +13.2% |
| YTD | +44.4% | -29.9% | +74.3% | +49.0% |
| 1Y | +40.6% | -44.3% | +84.9% | +50.8% |
| 3Y | +48.2% | +51.7% | -3.5% | +25.6% |
| 5Y | +172.3% | +15.4% | +156.8% | +143.8% |
| All | +219.2% | +131.0% | +88.2% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling