+132.6%
GLW vs CAI
-5.3%
+137.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +7.9% | +9.1% |
| 7D | -5.9% | -20.3% | +14.5% | -3.9% |
| 30D | -26.0% | -13.9% | -12.1% | -24.6% |
| 3M | -29.9% | +12.4% | -42.3% | -29.9% |
| 6M | -37.8% | +58.3% | -96.1% | -39.8% |
| YTD | +33.1% | -5.2% | +38.4% | +31.2% |
| 1Y | +36.8% | -0.2% | +37.0% | +34.6% |
| All | +132.6% | -5.3% | +137.9% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling