+307.7%
GLW vs CPRT
-30.7%
+338.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.2% |
| 7D | -13.9% | +6.0% | -20.0% | -12.7% |
| 30D | -35.0% | +20.0% | -55.0% | -32.1% |
| 3M | -32.4% | +10.1% | -42.5% | -30.3% |
| 6M | -41.3% | -4.3% | -37.0% | -39.2% |
| YTD | +21.8% | -18.4% | +40.2% | +28.4% |
| 1Y | +21.8% | -20.1% | +41.9% | +28.9% |
| 3Y | +307.7% | -30.4% | +338.1% | +345.5% |
| All | +307.7% | -30.7% | +338.3% | +345.5% |
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