+410.2%
GLW vs CPRT
-25.5%
+435.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | +3.8% | +2.2% | +1.6% | +4.0% |
| 30D | -1.3% | +16.6% | -18.0% | +0.5% |
| 3M | -21.8% | +9.6% | -31.4% | -20.2% |
| 6M | +6.9% | -11.1% | +18.0% | +11.7% |
| YTD | +77.2% | -13.9% | +91.0% | +85.2% |
| 1Y | +123.2% | -32.5% | +155.8% | +150.3% |
| All | +410.2% | -25.5% | +435.8% | +442.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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