+1,106.4%
GLW vs CF
+5,948.3%
-4,841.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.9% | +6.5% |
| 7D | +3.8% | +6.0% | -2.2% | +2.1% |
| 30D | -1.3% | +14.8% | -16.2% | -5.2% |
| 3M | -21.8% | +14.1% | -35.9% | -25.2% |
| 6M | +6.9% | +28.5% | -21.6% | -3.7% |
| YTD | +77.2% | +74.9% | +2.2% | +45.9% |
| 1Y | +123.2% | +61.7% | +61.6% | +87.1% |
| 3Y | +400.0% | +80.3% | +319.7% | +294.9% |
| 5Y | +342.8% | +226.0% | +116.8% | +176.4% |
| 10Y | +771.4% | +569.9% | +201.5% | +311.0% |
| All | +1,106.4% | +5,948.3% | -4,841.9% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 all: compounded portfolio wealth divided by compounded CF 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…
all analysis · Full analysis span regression · 6 months rolling