+3,012.0%
GLW vs CMS
+475.9%
+2,536.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.4% | -12.5% | -12.8% |
| 7D | -19.7% | +1.7% | -21.4% | -20.2% |
| 30D | -38.8% | +8.6% | -47.4% | -40.7% |
| 3M | -33.9% | -0.5% | -33.4% | -33.9% |
| 6M | -36.0% | -4.2% | -31.8% | -35.5% |
| YTD | +18.7% | +3.4% | +15.3% | +16.5% |
| 1Y | +19.8% | +0.4% | +19.3% | +18.7% |
| 3Y | +294.3% | +38.2% | +256.1% | +243.8% |
| 5Y | +205.7% | +35.4% | +170.3% | +165.6% |
| 10Y | +493.8% | +131.7% | +362.1% | +324.6% |
| All | +3,012.0% | +475.9% | +2,536.1% | +1,277.1% |
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