+463.3%
GLW vs CAH
+184.7%
+278.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.7% | +10.3% | +7.8% |
| 7D | +14.0% | +0.5% | +13.5% | +13.9% |
| 30D | +0.4% | +1.7% | -1.4% | +0.1% |
| 3M | -11.3% | +17.9% | -29.2% | -13.4% |
| 6M | +35.1% | +10.9% | +24.1% | +33.7% |
| YTD | +90.5% | +17.9% | +72.7% | +86.7% |
| 1Y | +132.0% | +61.7% | +70.3% | +114.4% |
| 3Y | +463.3% | +183.7% | +279.6% | +384.6% |
| All | +463.3% | +184.7% | +278.6% | +384.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling