+38.2%
GLW vs CMS
-2.8%
+41.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.7% | +7.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.4% |
| 30D | -18.2% | +6.6% | -24.8% | -18.9% |
| 3M | -24.2% | +0.8% | -25.0% | -24.3% |
| 6M | -41.7% | -3.3% | -38.4% | -42.1% |
| YTD | +38.3% | +2.7% | +35.6% | +34.5% |
| 1Y | +38.2% | -4.0% | +42.2% | +38.0% |
| All | +38.2% | -2.8% | +41.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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