+40.6%
GLW vs CDE
+0.7%
+39.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.7% | -14.6% | -9.2% |
| 7D | -9.5% | +1.1% | -10.6% | -10.1% |
| 30D | -25.5% | -14.5% | -11.0% | -21.0% |
| 3M | -25.6% | -10.1% | -15.5% | -24.3% |
| 6M | -25.5% | -16.9% | -8.6% | -22.0% |
| YTD | +36.4% | -18.1% | +54.5% | +39.3% |
| 1Y | +40.6% | +5.6% | +35.0% | +28.3% |
| All | +40.6% | +0.7% | +39.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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