+376.1%
GLW vs CVX
+166.4%
+209.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +11.7% | +0.7% | +11.0% | +11.6% |
| 30D | +2.7% | +9.1% | -6.5% | +1.1% |
| 3M | -2.8% | +13.1% | -15.9% | -4.9% |
| 6M | +20.2% | +16.3% | +3.9% | +15.6% |
| YTD | +87.3% | +43.5% | +43.8% | +68.4% |
| 1Y | +119.6% | +40.2% | +79.4% | +98.6% |
| 3Y | +453.7% | +44.2% | +409.4% | +389.5% |
| 5Y | +376.1% | +170.6% | +205.5% | +215.8% |
| All | +376.1% | +166.4% | +209.7% | +215.8% |
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 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