+4,542.6%
GLW vs CP
+7,669.4%
-3,126.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +3.8% | -2.7% | +6.4% | +5.0% |
| 30D | -1.3% | +0.2% | -1.5% | -1.4% |
| 3M | -21.8% | +2.6% | -24.4% | -23.1% |
| 6M | +6.9% | +6.0% | +0.9% | +3.9% |
| YTD | +77.2% | +24.9% | +52.2% | +59.5% |
| 1Y | +123.2% | +20.1% | +103.1% | +104.2% |
| 3Y | +400.0% | +16.4% | +383.6% | +355.6% |
| 5Y | +342.8% | +31.7% | +311.1% | +276.1% |
| 10Y | +771.4% | +223.9% | +547.5% | +395.8% |
| All | +4,542.6% | +7,669.4% | -3,126.8% | +675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling