+493.9%
GLW vs CNH
+116.5%
+377.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.4% |
| 7D | -13.9% | -1.7% | -12.2% | -13.1% |
| 30D | -35.0% | -7.2% | -27.8% | -33.0% |
| 3M | -32.4% | +6.5% | -38.9% | -35.5% |
| 6M | -41.3% | +7.9% | -49.2% | -44.3% |
| YTD | +21.8% | +26.6% | -4.7% | +7.9% |
| 1Y | +21.8% | +13.8% | +8.1% | +12.7% |
| 3Y | +307.7% | +9.2% | +298.5% | +264.6% |
| 5Y | +213.7% | -15.6% | +229.3% | +203.1% |
| All | +493.9% | +116.5% | +377.4% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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