-36.0%
GLW vs CMS
-5.3%
-30.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.4% | -12.5% | -13.2% |
| 7D | -19.7% | +1.7% | -21.4% | -18.9% |
| 30D | -38.8% | +8.6% | -47.4% | -36.4% |
| 3M | -33.9% | -0.5% | -33.4% | -35.0% |
| 6M | -36.0% | -4.2% | -31.8% | -33.7% |
| All | -36.0% | -5.3% | -30.7% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling