+376.8%
GLW vs CPNG
-76.2%
+453.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.6% |
| 7D | +7.8% | -1.1% | +9.0% | +8.0% |
| 30D | -0.4% | -7.4% | +6.9% | +0.4% |
| 3M | -5.6% | -12.3% | +6.8% | -4.5% |
| 6M | +26.7% | -19.4% | +46.2% | +28.4% |
| YTD | +91.0% | -35.9% | +127.0% | +99.6% |
| 1Y | +122.4% | -53.4% | +175.8% | +142.8% |
| 3Y | +471.0% | -20.0% | +491.0% | +468.7% |
| 5Y | +385.6% | -49.6% | +435.2% | +366.6% |
| All | +376.8% | -76.2% | +453.0% | +357.8% |
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