+123.2%
GLW vs CARR
-3.6%
+126.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +4.9% |
| 7D | +3.8% | +1.6% | +2.2% | +2.6% |
| 30D | -1.3% | -8.7% | +7.4% | +5.6% |
| 3M | -21.8% | -12.6% | -9.2% | -12.2% |
| 6M | +6.9% | -1.5% | +8.4% | +11.1% |
| YTD | +77.2% | +14.3% | +62.9% | +75.0% |
| 1Y | +123.2% | -4.6% | +127.8% | +138.0% |
| All | +123.2% | -3.6% | +126.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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