-41.7%
GLW vs CAI
+51.4%
-93.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.4% |
| 7D | +1.4% | -26.3% | +27.7% | +4.1% |
| 30D | -18.2% | -17.5% | -0.7% | -15.6% |
| 3M | -24.2% | +5.8% | -30.0% | -21.8% |
| 6M | -41.7% | +53.6% | -95.4% | -40.4% |
| All | -41.7% | +51.4% | -93.1% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling