+937.1%
GLW vs CVE
+67.4%
+869.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.6% | +1.8% | -4.1% |
| 7D | -9.5% | -12.1% | +2.6% | -6.8% |
| 30D | -25.5% | -9.8% | -15.7% | -23.8% |
| 3M | -25.6% | -0.7% | -24.9% | -25.7% |
| 6M | -25.5% | -4.3% | -21.2% | -25.4% |
| YTD | +36.4% | +70.6% | -34.2% | +18.4% |
| 1Y | +40.6% | +73.2% | -32.6% | +21.4% |
| 3Y | +352.8% | +60.3% | +292.5% | +289.2% |
| 5Y | +267.1% | +159.3% | +107.7% | +169.8% |
| 10Y | +581.8% | +147.4% | +434.4% | +331.5% |
| All | +937.1% | +67.4% | +869.7% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling