+863.6%
GLW vs CNC
+92.8%
+770.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +16.9% | -4.9% | +21.8% | +17.7% |
| 30D | +7.0% | -3.8% | +10.8% | +7.5% |
| 3M | -3.0% | -3.2% | +0.3% | -2.8% |
| 6M | +31.0% | +47.9% | -16.9% | +21.0% |
| YTD | +93.4% | +55.7% | +37.7% | +75.3% |
| 1Y | +134.7% | +106.2% | +28.5% | +99.2% |
| 3Y | +471.8% | -2.1% | +473.9% | +437.3% |
| 5Y | +394.5% | +3.4% | +391.1% | +339.0% |
| All | +863.6% | +92.8% | +770.8% | +668.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling