+40.6%
GLW vs CP
+35.2%
+5.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.3% | -7.0% |
| 7D | -9.5% | +5.6% | -15.0% | -11.2% |
| 30D | -25.5% | +10.0% | -35.5% | -28.4% |
| 3M | -25.6% | +4.4% | -30.0% | -26.8% |
| 6M | -25.5% | +14.1% | -39.6% | -31.7% |
| YTD | +36.4% | +29.1% | +7.3% | +22.8% |
| 1Y | +40.6% | +34.6% | +6.0% | +24.7% |
| All | +40.6% | +35.2% | +5.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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