+123.2%
GLW vs CMG
-11.4%
+134.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.6% |
| 7D | +3.8% | -2.8% | +6.6% | +3.7% |
| 30D | -1.3% | +7.1% | -8.5% | -1.3% |
| 3M | -21.8% | +31.2% | -53.0% | -21.6% |
| 6M | +6.9% | +0.7% | +6.2% | +8.4% |
| YTD | +77.2% | -0.1% | +77.3% | +79.4% |
| 1Y | +123.2% | -10.7% | +134.0% | +125.0% |
| All | +123.2% | -11.4% | +134.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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