+123.2%
GLW vs CNC
+129.2%
-6.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.5% |
| 7D | +3.8% | +3.5% | +0.2% | +4.2% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | -21.8% | +6.9% | -28.7% | -20.8% |
| 6M | +6.9% | +49.0% | -42.1% | +14.6% |
| YTD | +77.2% | +62.9% | +14.2% | +89.3% |
| 1Y | +123.2% | +134.0% | -10.8% | +142.9% |
| All | +123.2% | +129.2% | -6.0% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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