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  • GLW vs CPB✓SelectedUSD · CPBGLW vs CPB performance historyLatest closeAs of+2.61%11/06
Stock and ETF performance explorer

GLW vs CPB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+493.9%
CPB return
-37.5%
Excess return
+531.4%
Maximum drawdown
-59.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPBExcessAlpha
1D+2.6%-1.3%+3.9%+2.6%
7D-13.9%+8.0%-21.9%-14.0%
30D-35.0%+22.4%-57.4%-35.3%
3M-32.4%+3.8%-36.2%-32.3%
6M-41.3%+13.7%-55.0%-41.8%
YTD+21.8%-11.7%+33.5%+23.6%
1Y+21.8%-18.1%+40.0%+24.4%
3Y+307.7%-34.7%+342.4%+322.8%
5Y+213.7%-30.6%+244.3%+219.8%
All+493.9%-37.5%+531.4%+508.8%

Cumulative growth

Daily Returns

Daily percentage return beside CPB.

Daily Out/Under-Performance

Portfolio return minus CPB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…

10y analysis · Full analysis span regression · 6 months rolling