+3,340.5%
GLW vs CVX
+5,073.5%
-1,733.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -5.0% |
| 7D | +7.7% | +3.4% | +4.3% | +6.2% |
| 30D | -18.8% | -1.0% | -17.9% | -18.6% |
| 3M | -27.7% | +12.2% | -39.9% | -31.5% |
| 6M | -44.4% | +20.3% | -64.8% | -49.6% |
| YTD | +31.3% | +48.3% | -17.0% | +7.3% |
| 1Y | +40.0% | +46.9% | -6.9% | +14.9% |
| 3Y | +339.2% | +73.1% | +266.1% | +229.0% |
| 5Y | +229.2% | +135.2% | +94.0% | +108.1% |
| 10Y | +528.4% | +214.4% | +314.0% | +230.8% |
| All | +3,340.5% | +5,073.5% | -1,733.0% | +695.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling