+227.2%
GLW vs CAI
-11.0%
+238.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +11.7% | -5.1% | +16.8% | +12.1% |
| 30D | +2.7% | +3.9% | -1.2% | +2.2% |
| 3M | -2.8% | +40.1% | -42.9% | -6.0% |
| 6M | +20.2% | +29.7% | -9.5% | +16.7% |
| YTD | +87.3% | -10.9% | +98.2% | +83.6% |
| 1Y | +119.6% | -28.0% | +147.6% | +115.9% |
| All | +227.2% | -11.0% | +238.2% | +217.9% |
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