+478.8%
GLW vs CVE
+137.5%
+341.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.7% | -10.2% | -12.4% |
| 7D | -19.7% | -14.1% | -5.7% | -17.4% |
| 30D | -38.8% | -11.6% | -27.2% | -37.4% |
| 3M | -33.9% | 0.0% | -33.9% | -34.0% |
| 6M | -36.0% | -8.4% | -27.6% | -35.3% |
| YTD | +18.7% | +65.9% | -47.2% | +6.4% |
| 1Y | +19.8% | +69.4% | -49.6% | +6.7% |
| 3Y | +294.3% | +55.9% | +238.4% | +250.2% |
| 5Y | +205.7% | +146.2% | +59.6% | +141.9% |
| All | +478.8% | +137.5% | +341.2% | +281.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling