+40.0%
GLW vs CDE
-12.1%
+52.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.4% |
| 7D | +7.7% | -9.6% | +17.4% | +12.0% |
| 30D | -18.8% | -6.7% | -12.2% | -16.9% |
| 3M | -27.7% | -24.2% | -3.5% | -20.6% |
| 6M | -44.4% | -29.1% | -15.3% | -38.6% |
| YTD | +31.3% | -21.5% | +52.8% | +38.2% |
| 1Y | +40.0% | -7.4% | +47.4% | +39.7% |
| All | +40.0% | -12.1% | +52.1% | +39.7% |
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