+478.1%
GLW vs CNI
+19.3%
+458.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.8% |
| 7D | +16.9% | +0.9% | +16.0% | +16.5% |
| 30D | +7.0% | -2.1% | +9.1% | +7.8% |
| 3M | -3.0% | +1.8% | -4.8% | -4.3% |
| 6M | +31.0% | +14.8% | +16.2% | +22.6% |
| YTD | +93.4% | +25.4% | +68.0% | +75.8% |
| 1Y | +134.7% | +32.9% | +101.8% | +108.9% |
| All | +478.1% | +19.3% | +458.7% | +406.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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