+3,093.2%
GLW vs CPB
+360.6%
+2,732.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | -13.9% | +8.0% | -21.9% | -15.2% |
| 30D | -35.0% | +22.4% | -57.4% | -37.6% |
| 3M | -32.4% | +2.5% | -34.9% | -33.2% |
| 6M | -41.3% | +12.2% | -53.6% | -43.6% |
| YTD | +21.8% | -12.8% | +34.7% | +22.8% |
| 1Y | +21.8% | -19.2% | +41.0% | +24.5% |
| 3Y | +307.7% | -35.6% | +343.2% | +330.1% |
| 5Y | +213.7% | -31.4% | +245.1% | +222.3% |
| 10Y | +509.3% | -37.9% | +547.2% | +517.2% |
| All | +3,093.2% | +360.6% | +2,732.7% | +1,528.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling