+212.6%
GLW vs CNP
+73.6%
+139.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.0% |
| 7D | -13.9% | -4.2% | -9.7% | -12.6% |
| 30D | -35.0% | +5.5% | -40.5% | -36.1% |
| 3M | -32.4% | +0.6% | -32.9% | -32.5% |
| 6M | -41.3% | -2.8% | -38.5% | -41.1% |
| YTD | +21.8% | +7.9% | +14.0% | +17.6% |
| 1Y | +21.8% | +6.7% | +15.2% | +17.9% |
| 3Y | +307.7% | +61.1% | +246.5% | +230.5% |
| All | +212.6% | +73.6% | +139.1% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling