+227.7%
GLW vs CPNG
-76.1%
+303.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.2% |
| 7D | +7.7% | -6.8% | +14.5% | +8.7% |
| 30D | -18.8% | +5.5% | -24.3% | -19.5% |
| 3M | -27.7% | -6.8% | -21.0% | -27.3% |
| 6M | -44.4% | -4.8% | -39.6% | -44.6% |
| YTD | +31.3% | -35.6% | +66.9% | +36.8% |
| 1Y | +40.0% | -46.8% | +86.8% | +49.9% |
| 3Y | +339.2% | -0.8% | +340.0% | +325.0% |
| 5Y | +229.2% | -42.9% | +272.0% | +215.5% |
| All | +227.7% | -76.1% | +303.8% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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