+463.3%
GLW vs CPNG
-19.7%
+483.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.1% | +10.7% | +7.9% |
| 7D | +14.0% | -6.3% | +20.3% | +14.7% |
| 30D | +0.4% | -8.7% | +9.1% | +1.2% |
| 3M | -11.3% | -2.4% | -8.9% | -12.2% |
| 6M | +35.1% | -22.3% | +57.4% | +36.3% |
| YTD | +90.5% | -37.2% | +127.8% | +98.5% |
| 1Y | +132.0% | -53.0% | +185.0% | +153.2% |
| 3Y | +463.3% | -20.0% | +483.3% | +446.4% |
| All | +463.3% | -19.7% | +483.0% | +446.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling