+35.4%
GLW vs CVE
+61.2%
-25.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +15.5% | +4.6% | +10.9% | +14.8% |
| 30D | -19.6% | -12.0% | -7.5% | -18.7% |
| 3M | -28.5% | -3.8% | -24.7% | -28.1% |
| 6M | -39.5% | -2.7% | -36.8% | -39.1% |
| YTD | +37.2% | +73.6% | -36.4% | +24.2% |
| 1Y | +35.4% | +62.0% | -26.6% | +22.3% |
| All | +35.4% | +61.2% | -25.8% | +22.3% |
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 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