+769.5%
GLW vs CPB
-47.3%
+816.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +5.8% |
| 7D | +3.8% | -8.6% | +12.4% | +4.1% |
| 30D | -1.3% | -7.2% | +5.9% | -1.1% |
| 3M | -21.8% | +0.9% | -22.7% | -22.2% |
| 6M | +6.9% | -11.8% | +18.7% | +7.6% |
| YTD | +77.2% | -19.4% | +96.6% | +79.8% |
| 1Y | +123.2% | -30.4% | +153.6% | +129.8% |
| 3Y | +400.0% | -40.2% | +440.1% | +418.2% |
| 5Y | +342.8% | -39.5% | +382.3% | +354.6% |
| All | +769.5% | -47.3% | +816.8% | +816.4% |
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