+119.6%
GLW vs CPNG
-54.7%
+174.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +11.7% | -5.4% | +17.1% | +12.0% |
| 30D | +2.7% | -11.1% | +13.8% | +3.3% |
| 3M | -2.8% | -3.0% | +0.2% | -4.5% |
| 6M | +20.2% | -23.5% | +43.7% | +18.0% |
| YTD | +87.3% | -37.8% | +125.1% | +92.2% |
| 1Y | +119.6% | -54.3% | +173.9% | +145.6% |
| All | +119.6% | -54.7% | +174.3% | +145.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling