+40.0%
GLW vs CNC
+99.1%
-59.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.9% |
| 7D | +7.7% | +2.2% | +5.5% | +8.4% |
| 30D | -18.8% | +1.6% | -20.4% | -17.9% |
| 3M | -27.7% | +7.9% | -35.7% | -25.5% |
| 6M | -44.4% | +21.2% | -65.6% | -40.6% |
| YTD | +31.3% | +73.2% | -41.9% | +45.3% |
| 1Y | +40.0% | +97.5% | -57.4% | +47.9% |
| All | +40.0% | +99.1% | -59.0% | +47.9% |
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