+3,012.0%
GLW vs CL
+5,456.9%
-2,444.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.1% | -12.8% | -12.9% |
| 7D | -19.7% | +5.9% | -25.7% | -21.2% |
| 30D | -38.8% | +13.8% | -52.5% | -41.3% |
| 3M | -33.9% | +6.4% | -40.3% | -35.5% |
| 6M | -36.0% | +15.6% | -51.6% | -39.8% |
| YTD | +18.7% | +27.9% | -9.1% | +7.9% |
| 1Y | +19.8% | +31.4% | -11.6% | +7.7% |
| 3Y | +294.3% | +41.4% | +252.9% | +239.6% |
| 5Y | +205.7% | +42.8% | +162.9% | +160.7% |
| 10Y | +493.8% | +79.7% | +414.1% | +368.8% |
| All | +3,012.0% | +5,456.9% | -2,444.9% | +583.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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