+119.6%
GLW vs CMI
+40.9%
+78.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.2% |
| 7D | +11.7% | +0.8% | +10.9% | +10.8% |
| 30D | +2.7% | -12.8% | +15.4% | +19.6% |
| 3M | -2.8% | -12.4% | +9.6% | +15.1% |
| 6M | +20.2% | -0.9% | +21.0% | +29.9% |
| YTD | +87.3% | +8.9% | +78.4% | +84.8% |
| 1Y | +119.6% | +37.7% | +81.9% | +83.5% |
| All | +119.6% | +40.9% | +78.7% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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