+3,093.2%
GLW vs CMS
+463.7%
+2,629.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | -13.9% | -1.3% | -12.6% | -13.6% |
| 30D | -35.0% | +6.3% | -41.3% | -36.6% |
| 3M | -32.4% | -2.1% | -30.3% | -32.0% |
| 6M | -41.3% | -5.1% | -36.3% | -40.7% |
| YTD | +21.8% | +1.3% | +20.6% | +20.4% |
| 1Y | +21.8% | -1.4% | +23.2% | +21.4% |
| 3Y | +307.7% | +36.9% | +270.7% | +256.5% |
| 5Y | +213.7% | +32.5% | +181.2% | +174.5% |
| 10Y | +509.3% | +126.8% | +382.5% | +338.9% |
| All | +3,093.2% | +463.7% | +2,629.6% | +1,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling