+339.2%
GLW vs CNI
+21.4%
+317.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +7.7% | +2.5% | +5.2% | +6.9% |
| 30D | -18.8% | +6.1% | -25.0% | -20.5% |
| 3M | -27.7% | +0.1% | -27.9% | -27.8% |
| 6M | -44.4% | +14.9% | -59.4% | -47.8% |
| YTD | +31.3% | +30.9% | +0.4% | +17.5% |
| 1Y | +40.0% | +33.9% | +6.1% | +24.4% |
| 3Y | +339.2% | +20.2% | +319.0% | +274.7% |
| All | +339.2% | +21.4% | +317.8% | +274.7% |
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