+123.2%
GLW vs CVX
+37.2%
+86.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +4.9% |
| 7D | +3.8% | +3.3% | +0.4% | +6.0% |
| 30D | -1.3% | +12.9% | -14.2% | +6.8% |
| 3M | -21.8% | +11.7% | -33.5% | -13.6% |
| 6M | +6.9% | +14.1% | -7.3% | +17.0% |
| YTD | +77.2% | +40.7% | +36.5% | +95.1% |
| 1Y | +123.2% | +37.5% | +85.7% | +144.3% |
| All | +123.2% | +37.2% | +86.1% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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