+35.4%
GLW vs CME
+17.8%
+17.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +15.5% | +2.7% | +12.8% | +18.2% |
| 30D | -19.6% | +13.5% | -33.0% | -9.5% |
| 3M | -28.5% | +20.9% | -49.4% | -14.4% |
| 6M | -39.5% | +11.5% | -51.0% | -22.4% |
| YTD | +37.2% | +19.5% | +17.7% | +78.9% |
| 1Y | +35.4% | +17.2% | +18.2% | +75.2% |
| All | +35.4% | +17.8% | +17.6% | +75.2% |
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