+40.6%
GLW vs CAI
+12.6%
+28.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -7.0% | -5.9% |
| 7D | -9.5% | -6.3% | -3.2% | -9.2% |
| 30D | -25.5% | +9.3% | -34.8% | -25.7% |
| 3M | -25.6% | +106.3% | -131.9% | -30.2% |
| 6M | -25.5% | +77.7% | -103.2% | -29.0% |
| YTD | +36.4% | +23.1% | +13.2% | +29.4% |
| 1Y | +40.6% | +6.5% | +34.1% | +32.3% |
| All | +40.6% | +12.6% | +28.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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