+254.6%
GLW vs CVX
+129.4%
+125.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.5% | +7.3% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | -18.2% | -0.8% | -17.4% | -18.1% |
| 3M | -24.2% | +9.4% | -33.6% | -25.3% |
| 6M | -41.7% | +17.5% | -59.2% | -43.5% |
| YTD | +38.3% | +43.8% | -5.5% | +24.6% |
| 1Y | +38.2% | +41.9% | -3.7% | +24.9% |
| 3Y | +363.4% | +69.1% | +294.2% | +290.9% |
| 5Y | +254.6% | +128.3% | +126.3% | +159.6% |
| All | +254.6% | +129.4% | +125.1% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling