+40.6%
GLW vs CVE
+73.4%
-32.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.6% | +1.8% | -5.1% |
| 7D | -9.5% | -12.1% | +2.6% | -8.5% |
| 30D | -25.5% | -9.8% | -15.7% | -24.7% |
| 3M | -25.6% | -0.7% | -24.9% | -25.1% |
| 6M | -25.5% | -4.3% | -21.2% | -25.1% |
| YTD | +36.4% | +70.6% | -34.2% | +26.1% |
| 1Y | +40.6% | +73.2% | -32.6% | +28.7% |
| All | +40.6% | +73.4% | -32.8% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling