-42.0%
GLW vs CBRS
-71.1%
+29.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.9% | -0.5% | +4.7% |
| 7D | +1.4% | +10.0% | -8.6% | -1.6% |
| 30D | -18.2% | -31.1% | +12.8% | -8.3% |
| 3M | -24.2% | -56.9% | +32.8% | -2.1% |
| All | -42.0% | -71.1% | +29.2% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 10y: compounded portfolio wealth divided by compounded CBRS 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…
10y analysis · Full analysis span regression · 6 months rolling