+40.0%
GLW vs CAI
-6.2%
+46.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -3.9% |
| 7D | +7.7% | -8.7% | +16.4% | +8.9% |
| 30D | -18.8% | -23.8% | +5.0% | -15.7% |
| 3M | -27.7% | +3.9% | -31.6% | -27.1% |
| 6M | -44.4% | +56.8% | -101.3% | -47.0% |
| YTD | +31.3% | -14.6% | +45.9% | +30.6% |
| 1Y | +40.0% | -5.2% | +45.2% | +41.2% |
| All | +40.0% | -6.2% | +46.2% | +41.2% |
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