+260.0%
CVX vs GWRE
+736.4%
-476.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +0.7% | -30.9% | +31.6% | +5.6% |
| 30D | +9.1% | -20.7% | +29.8% | +12.1% |
| 3M | +13.1% | +20.2% | -7.1% | +8.7% |
| 6M | +16.3% | -11.9% | +28.1% | +16.0% |
| YTD | +43.5% | -30.3% | +73.8% | +47.8% |
| 1Y | +40.2% | -44.6% | +84.8% | +49.5% |
| 3Y | +44.2% | +48.8% | -4.5% | +26.1% |
| 5Y | +170.6% | +14.8% | +155.9% | +143.7% |
| 10Y | +220.3% | +128.1% | +92.2% | +150.0% |
| All | +260.0% | +736.4% | -476.4% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling