+339.2%
GLW vs CMG
-16.8%
+356.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +7.7% | +2.5% | +5.3% | +7.6% |
| 30D | -18.8% | +15.6% | -34.4% | -19.5% |
| 3M | -27.7% | +8.2% | -35.9% | -28.3% |
| 6M | -44.4% | +9.9% | -54.3% | -45.2% |
| YTD | +31.3% | -4.6% | +35.9% | +31.7% |
| 1Y | +40.0% | +12.4% | +27.6% | +37.0% |
| 3Y | +339.2% | -18.0% | +357.2% | +354.7% |
| All | +339.2% | -16.8% | +356.1% | +354.7% |
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