+209.5%
GLW vs CAI
-7.1%
+216.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.8% |
| 7D | +3.8% | -2.2% | +6.0% | +3.9% |
| 30D | -1.3% | +52.4% | -53.7% | -5.1% |
| 3M | -21.8% | +45.1% | -66.9% | -24.5% |
| 6M | +6.9% | +26.2% | -19.3% | +3.8% |
| YTD | +77.2% | -7.1% | +84.2% | +73.2% |
| 1Y | +123.2% | -31.0% | +154.3% | +118.8% |
| All | +209.5% | -7.1% | +216.7% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling