+394.5%
GLW vs CPNG
-52.6%
+447.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +16.9% | -7.6% | +24.5% | +18.1% |
| 30D | +7.0% | -8.8% | +15.8% | +8.2% |
| 3M | -3.0% | -7.2% | +4.3% | -2.7% |
| 6M | +31.0% | -21.5% | +52.5% | +33.4% |
| YTD | +93.4% | -37.4% | +130.8% | +103.7% |
| 1Y | +134.7% | -54.3% | +189.1% | +159.5% |
| 3Y | +471.8% | -20.3% | +492.1% | +468.1% |
| 5Y | +394.5% | -51.2% | +445.7% | +373.5% |
| All | +394.5% | -52.6% | +447.0% | +373.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling