+478.1%
GLW vs CNC
-2.4%
+480.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.4% |
| 7D | +16.9% | -4.9% | +21.8% | +16.5% |
| 30D | +7.0% | -3.8% | +10.8% | +6.7% |
| 3M | -3.0% | -3.2% | +0.3% | -3.1% |
| 6M | +31.0% | +47.9% | -16.9% | +35.7% |
| YTD | +93.4% | +55.7% | +37.7% | +100.7% |
| 1Y | +134.7% | +106.2% | +28.5% | +145.7% |
| All | +478.1% | -2.4% | +480.5% | +499.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling