+27.7%
GLW vs CNH
+27.3%
+0.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -1.0% |
| 7D | -11.1% | +4.5% | -15.6% | -12.9% |
| 30D | -28.4% | +7.6% | -36.1% | -31.2% |
| 3M | -28.8% | +17.0% | -45.8% | -37.7% |
| 6M | -39.8% | +12.9% | -52.8% | -46.5% |
| YTD | +28.7% | +34.3% | -5.5% | +7.3% |
| 1Y | +27.7% | +28.5% | -0.8% | +8.1% |
| All | +27.7% | +27.3% | +0.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling