+232.0%
GLW vs CPB
-33.2%
+265.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.7% | -4.1% |
| 7D | +7.5% | -1.6% | +9.1% | +7.3% |
| 30D | -19.0% | +19.2% | -38.2% | -17.1% |
| 3M | -27.9% | -1.0% | -26.9% | -27.1% |
| 6M | -44.6% | +15.2% | -59.8% | -43.7% |
| YTD | +31.0% | -13.1% | +44.1% | +34.3% |
| 1Y | +39.7% | -22.4% | +62.2% | +44.0% |
| 3Y | +338.2% | -35.3% | +373.5% | +350.2% |
| All | +232.0% | -33.2% | +265.2% | +228.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling