+123.2%
GLW vs CAH
+65.8%
+57.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.7% |
| 7D | +3.8% | +5.4% | -1.6% | +3.9% |
| 30D | -1.3% | +3.3% | -4.7% | -1.3% |
| 3M | -21.8% | +22.8% | -44.6% | -22.3% |
| 6M | +6.9% | +11.3% | -4.4% | +9.3% |
| YTD | +77.2% | +21.1% | +56.0% | +79.1% |
| 1Y | +123.2% | +67.2% | +56.0% | +121.1% |
| All | +123.2% | +65.8% | +57.4% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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