+342.2%
GLW vs CPNG
-75.9%
+418.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.9% |
| 7D | +3.8% | -7.4% | +11.2% | +4.8% |
| 30D | -1.3% | -4.4% | +3.1% | -0.9% |
| 3M | -21.8% | -7.5% | -14.3% | -21.5% |
| 6M | +6.9% | -19.9% | +26.8% | +8.5% |
| YTD | +77.2% | -35.2% | +112.3% | +84.9% |
| 1Y | +123.2% | -46.8% | +170.0% | +139.2% |
| 3Y | +400.0% | -20.2% | +420.1% | +398.3% |
| 5Y | +342.8% | -48.4% | +391.2% | +325.1% |
| All | +342.2% | -75.9% | +418.1% | +324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling