+1,358.2%
GLW vs CNH
+64.7%
+1,293.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.6% | +4.0% |
| 7D | +3.8% | +23.3% | -19.5% | -5.1% |
| 30D | -1.3% | +33.5% | -34.8% | -12.9% |
| 3M | -21.8% | +32.7% | -54.5% | -30.8% |
| 6M | +6.9% | +22.2% | -15.3% | -1.9% |
| YTD | +77.2% | +57.7% | +19.5% | +46.6% |
| 1Y | +123.2% | +28.0% | +95.3% | +99.7% |
| 3Y | +400.0% | +11.5% | +388.5% | +354.2% |
| 5Y | +342.8% | +11.9% | +330.9% | +288.0% |
| 10Y | +771.4% | +162.8% | +608.6% | +432.8% |
| All | +1,358.2% | +64.7% | +1,293.5% | +804.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling