+362.7%
GLW vs CNH
+35.8%
+326.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.6% | +6.7% |
| 7D | +1.4% | +6.7% | -5.2% | -0.8% |
| 30D | -18.2% | +7.2% | -25.4% | -20.3% |
| 3M | -24.2% | +17.5% | -41.7% | -30.2% |
| 6M | -41.7% | +15.0% | -56.7% | -45.9% |
| YTD | +38.3% | +36.8% | +1.5% | +22.3% |
| 1Y | +38.2% | +27.6% | +10.6% | +24.4% |
| All | +362.7% | +35.8% | +326.9% | +300.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling