+244.0%
GLW vs CNH
-16.3%
+260.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.8% |
| 7D | +15.5% | +6.4% | +9.1% | +12.9% |
| 30D | -19.6% | -1.6% | -17.9% | -19.0% |
| 3M | -28.5% | +11.6% | -40.1% | -32.6% |
| 6M | -39.5% | +12.5% | -52.0% | -43.1% |
| YTD | +37.2% | +31.1% | +6.1% | +22.6% |
| 1Y | +35.4% | +17.0% | +18.4% | +25.6% |
| 3Y | +359.7% | +28.7% | +331.0% | +296.7% |
| 5Y | +244.0% | -17.4% | +261.4% | +235.9% |
| All | +244.0% | -16.3% | +260.3% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling