+307.7%
GLW vs CPB
-36.0%
+343.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.3% |
| 7D | -13.9% | +8.0% | -21.9% | -12.2% |
| 30D | -35.0% | +22.4% | -57.4% | -31.6% |
| 3M | -32.4% | +2.5% | -34.9% | -30.8% |
| 6M | -41.3% | +12.2% | -53.6% | -39.2% |
| YTD | +21.8% | -12.8% | +34.7% | +25.9% |
| 1Y | +21.8% | -19.2% | +41.0% | +25.7% |
| 3Y | +307.7% | -35.6% | +343.2% | +308.7% |
| All | +307.7% | -36.0% | +343.6% | +308.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling