+40.0%
GLW vs CFG
+28.3%
+11.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | +7.7% | +3.2% | +4.5% | +5.9% |
| 30D | -18.8% | +5.1% | -24.0% | -20.8% |
| 3M | -27.7% | -11.2% | -16.5% | -22.6% |
| 6M | -44.4% | +9.6% | -54.0% | -48.9% |
| YTD | +31.3% | +15.0% | +16.3% | +15.8% |
| 1Y | +40.0% | +29.9% | +10.2% | +15.3% |
| All | +40.0% | +28.3% | +11.7% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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