+307.7%
GLW vs CMS
+35.4%
+272.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.7% |
| 7D | -13.9% | -1.3% | -12.6% | -13.9% |
| 30D | -35.0% | +6.3% | -41.3% | -35.4% |
| 3M | -32.4% | -2.1% | -30.3% | -32.3% |
| 6M | -41.3% | -5.1% | -36.3% | -41.4% |
| YTD | +21.8% | +1.3% | +20.6% | +21.5% |
| 1Y | +21.8% | -1.4% | +23.2% | +21.8% |
| 3Y | +307.7% | +36.9% | +270.7% | +275.4% |
| All | +307.7% | +35.4% | +272.3% | +275.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling