+3,340.5%
GLW vs CAH
+17,199.1%
-13,858.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.6% |
| 7D | +7.7% | +3.5% | +4.3% | +6.7% |
| 30D | -18.8% | +13.5% | -32.3% | -21.9% |
| 3M | -27.7% | +21.8% | -49.6% | -32.1% |
| 6M | -44.4% | +51.5% | -96.0% | -51.3% |
| YTD | +31.3% | +38.1% | -6.8% | +17.9% |
| 1Y | +40.0% | +37.7% | +2.3% | +25.8% |
| 3Y | +339.2% | +179.6% | +159.6% | +214.9% |
| 5Y | +229.2% | +504.9% | -275.8% | +85.9% |
| 10Y | +528.4% | +418.6% | +109.8% | +256.0% |
| All | +3,340.5% | +17,199.1% | -13,858.6% | +859.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling