+40.6%
GLW vs CME
+19.8%
+20.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -4.6% |
| 7D | -9.5% | +4.8% | -14.3% | -5.5% |
| 30D | -25.5% | +14.2% | -39.6% | -15.6% |
| 3M | -25.6% | +17.9% | -43.5% | -12.8% |
| 6M | -25.5% | +7.2% | -32.7% | -6.8% |
| YTD | +36.4% | +16.7% | +19.6% | +75.0% |
| 1Y | +40.6% | +19.6% | +21.0% | +82.9% |
| All | +40.6% | +19.8% | +20.8% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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