+132.0%
GLW vs CNP
+9.0%
+123.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.4% | +7.6% |
| 7D | +14.0% | +1.6% | +12.4% | +14.1% |
| 30D | +0.4% | -0.8% | +1.1% | +0.1% |
| 3M | -11.3% | -3.6% | -7.8% | -12.5% |
| 6M | +35.1% | -6.9% | +42.0% | +33.6% |
| YTD | +90.5% | +6.4% | +84.1% | +88.9% |
| 1Y | +132.0% | +9.9% | +122.1% | +131.1% |
| All | +132.0% | +9.0% | +123.0% | +131.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling