+21.8%
GLW vs CMS
-1.6%
+23.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.6% |
| 7D | -13.9% | -1.3% | -12.6% | -13.9% |
| 30D | -35.0% | +6.3% | -41.3% | -35.7% |
| 3M | -32.4% | -2.1% | -30.3% | -32.4% |
| 6M | -41.3% | -5.1% | -36.3% | -41.6% |
| YTD | +21.8% | +1.3% | +20.6% | +19.7% |
| 1Y | +21.8% | -1.4% | +23.2% | +20.3% |
| All | +21.8% | -1.6% | +23.5% | +20.3% |
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