+232.7%
GLW vs CAH
+505.3%
-272.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.5% |
| 7D | +7.7% | +3.5% | +4.3% | +7.1% |
| 30D | -18.8% | +13.5% | -32.3% | -20.8% |
| 3M | -27.7% | +21.8% | -49.6% | -30.7% |
| 6M | -44.4% | +51.5% | -96.0% | -49.8% |
| YTD | +31.3% | +38.1% | -6.8% | +21.6% |
| 1Y | +40.0% | +37.7% | +2.3% | +29.8% |
| 3Y | +339.2% | +179.6% | +159.6% | +222.3% |
| All | +232.7% | +505.3% | -272.6% | +61.0% |
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