+119.6%
GLW vs CVX
+42.6%
+77.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.5% |
| 7D | +11.7% | +0.7% | +11.0% | +12.2% |
| 30D | +2.7% | +9.1% | -6.5% | +8.7% |
| 3M | -2.8% | +13.1% | -15.9% | +8.7% |
| 6M | +20.2% | +16.3% | +3.9% | +33.5% |
| YTD | +87.3% | +43.5% | +43.8% | +109.6% |
| 1Y | +119.6% | +40.2% | +79.4% | +141.8% |
| All | +119.6% | +42.6% | +77.0% | +141.8% |
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