+493.9%
GLW vs CPB
-37.5%
+531.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 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