+833.1%
GLW vs CVX
+220.5%
+612.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +11.7% | +0.7% | +11.0% | +11.4% |
| 30D | +2.7% | +9.1% | -6.5% | -0.8% |
| 3M | -2.8% | +13.1% | -15.9% | -8.2% |
| 6M | +20.2% | +16.3% | +3.9% | +10.8% |
| YTD | +87.3% | +43.5% | +43.8% | +56.7% |
| 1Y | +119.6% | +40.2% | +79.4% | +85.2% |
| 3Y | +453.7% | +44.2% | +409.4% | +352.1% |
| 5Y | +376.1% | +170.6% | +205.5% | +175.3% |
| All | +833.1% | +220.5% | +612.5% | +408.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling