+2,086.8%
GLW vs CNI
+6,541.6%
-4,454.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | -2.1% | +5.9% | +5.1% |
| 30D | -1.3% | -3.3% | +1.9% | +0.6% |
| 3M | -21.8% | +3.8% | -25.6% | -24.1% |
| 6M | +6.9% | +12.7% | -5.8% | -1.0% |
| YTD | +77.2% | +26.3% | +50.9% | +52.6% |
| 1Y | +123.2% | +29.9% | +93.4% | +88.4% |
| 3Y | +400.0% | +15.9% | +384.0% | +341.5% |
| 5Y | +342.8% | +6.9% | +335.9% | +304.6% |
| 10Y | +771.4% | +126.8% | +644.6% | +406.7% |
| All | +2,086.8% | +6,541.6% | -4,454.8% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling