+562.0%
GLW vs CNP
+142.1%
+419.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.7% |
| 7D | +1.4% | -0.1% | +1.5% | +1.6% |
| 30D | -18.2% | +5.0% | -23.3% | -20.0% |
| 3M | -24.2% | +2.7% | -26.8% | -25.0% |
| 6M | -41.7% | -1.9% | -39.8% | -41.5% |
| YTD | +38.3% | +8.8% | +29.5% | +32.0% |
| 1Y | +38.2% | +5.6% | +32.5% | +33.5% |
| 3Y | +363.4% | +63.2% | +300.2% | +259.4% |
| 5Y | +254.6% | +73.8% | +180.8% | +163.2% |
| 10Y | +562.0% | +144.0% | +417.9% | +271.6% |
| All | +562.0% | +142.1% | +419.9% | +271.6% |
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