+4,542.6%
GLW vs CNP
+1,826.3%
+2,716.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | -1.3% | -1.8% | +0.5% | -0.9% |
| 3M | -21.8% | -4.6% | -17.2% | -21.2% |
| 6M | +6.9% | -8.8% | +15.7% | +9.0% |
| YTD | +77.2% | +5.2% | +71.9% | +74.1% |
| 1Y | +123.2% | +8.3% | +114.9% | +117.5% |
| 3Y | +400.0% | +54.9% | +345.1% | +341.2% |
| 5Y | +342.8% | +73.5% | +269.3% | +278.2% |
| 10Y | +771.4% | +139.1% | +632.3% | +571.0% |
| All | +4,542.6% | +1,826.3% | +2,716.2% | +1,764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling