+521.8%
GLW vs CNP
+143.3%
+378.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.8% |
| 7D | -11.1% | -3.0% | -8.1% | -9.7% |
| 30D | -28.4% | +6.8% | -35.3% | -30.6% |
| 3M | -28.8% | +3.6% | -32.4% | -29.8% |
| 6M | -39.8% | 0.0% | -39.8% | -40.1% |
| YTD | +28.7% | +9.4% | +19.3% | +22.6% |
| 1Y | +27.7% | +6.8% | +20.9% | +22.7% |
| 3Y | +331.3% | +64.2% | +267.2% | +233.8% |
| 5Y | +233.4% | +76.0% | +157.4% | +146.1% |
| 10Y | +521.8% | +143.3% | +378.4% | +252.1% |
| All | +521.8% | +143.3% | +378.4% | +252.1% |
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