+382.5%
GLW vs CAH
+400.8%
-18.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.7% | +10.3% | +8.1% |
| 7D | +14.0% | +0.5% | +13.5% | +13.8% |
| 30D | +0.4% | +1.7% | -1.4% | -0.2% |
| 3M | -11.3% | +17.9% | -29.2% | -15.3% |
| 6M | +35.1% | +10.9% | +24.1% | +31.1% |
| YTD | +90.5% | +17.9% | +72.7% | +81.8% |
| 1Y | +132.0% | +61.7% | +70.3% | +100.3% |
| 3Y | +463.3% | +183.7% | +279.6% | +292.1% |
| 5Y | +382.5% | +401.3% | -18.8% | +146.0% |
| All | +382.5% | +400.8% | -18.3% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling