+459.7%
GLW vs CMG
-7.5%
+467.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.4% | -3.2% |
| 7D | +11.7% | -3.8% | +15.6% | +12.0% |
| 30D | +2.7% | +12.9% | -10.2% | +1.5% |
| 3M | -2.8% | +18.8% | -21.6% | -4.9% |
| 6M | +20.2% | +4.1% | +16.1% | +19.5% |
| YTD | +87.3% | -2.4% | +89.6% | +87.4% |
| 1Y | +119.6% | -6.7% | +126.3% | +120.0% |
| All | +459.7% | -7.5% | +467.3% | +447.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling