+410.2%
GLW vs CVE
+72.1%
+338.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.9% |
| 7D | +3.8% | +2.5% | +1.3% | +3.2% |
| 30D | -1.3% | +16.7% | -18.1% | -4.3% |
| 3M | -21.8% | +9.3% | -31.1% | -23.1% |
| 6M | +6.9% | +43.6% | -36.7% | -2.0% |
| YTD | +77.2% | +93.6% | -16.4% | +50.9% |
| 1Y | +123.2% | +98.8% | +24.5% | +88.4% |
| All | +410.2% | +72.1% | +338.2% | +299.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling