+27.7%
GLW vs CMS
-0.8%
+28.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | -11.1% | +0.5% | -11.6% | -11.1% |
| 30D | -28.4% | +7.4% | -35.9% | -29.1% |
| 3M | -28.8% | +1.9% | -30.7% | -28.9% |
| 6M | -39.8% | -2.3% | -37.5% | -40.5% |
| YTD | +28.7% | +3.0% | +25.8% | +25.6% |
| 1Y | +27.7% | -2.8% | +30.5% | +27.0% |
| All | +27.7% | -0.8% | +28.5% | +27.0% |
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