+122.4%
GLW vs CDE
+40.5%
+81.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | +7.8% | -3.1% | +10.9% | +8.9% |
| 30D | -0.4% | +9.5% | -9.9% | -4.0% |
| 3M | -5.6% | +25.5% | -31.1% | -14.1% |
| 6M | +26.7% | -7.9% | +34.6% | +23.5% |
| YTD | +91.0% | +15.6% | +75.5% | +77.6% |
| 1Y | +122.4% | +34.0% | +88.4% | +98.0% |
| All | +122.4% | +40.5% | +81.9% | +98.0% |
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