+833.1%
GLW vs CNP
+137.1%
+696.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.5% |
| 7D | +11.7% | -2.2% | +13.9% | +12.8% |
| 30D | +2.7% | -2.1% | +4.7% | +3.6% |
| 3M | -2.8% | -7.9% | +5.1% | +0.3% |
| 6M | +20.2% | -8.3% | +28.5% | +23.9% |
| YTD | +87.3% | +3.8% | +83.5% | +82.5% |
| 1Y | +119.6% | +5.9% | +113.7% | +111.4% |
| 3Y | +453.7% | +49.3% | +404.4% | +347.5% |
| 5Y | +376.1% | +69.3% | +306.8% | +257.5% |
| All | +833.1% | +137.1% | +696.0% | +444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling