+21.8%
GLW vs CVE
+67.8%
-46.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -13.9% | -16.1% | +2.2% | -12.6% |
| 30D | -35.0% | -10.4% | -24.6% | -34.1% |
| 3M | -32.4% | -2.4% | -30.0% | -31.7% |
| 6M | -41.3% | -4.4% | -36.9% | -40.6% |
| YTD | +21.8% | +64.9% | -43.1% | +12.9% |
| 1Y | +21.8% | +66.0% | -44.2% | +11.6% |
| All | +21.8% | +67.8% | -46.0% | +11.6% |
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 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