-20.0%
GLW vs CBRS
-42.9%
+22.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.9% | +12.5% | +9.1% |
| 7D | +14.0% | +15.7% | -1.7% | +8.4% |
| 30D | +0.4% | -11.9% | +12.2% | +3.6% |
| 3M | -11.3% | -16.0% | +4.7% | -11.3% |
| All | -20.0% | -42.9% | +22.9% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling