+40.6%
GLW vs CRL
+85.3%
-44.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.3% | +1.4% | -4.9% |
| 7D | -9.5% | -12.8% | +3.3% | -8.0% |
| 30D | -25.5% | +5.0% | -30.5% | -25.5% |
| 3M | -25.6% | +39.4% | -64.9% | -27.6% |
| 6M | -25.5% | +89.4% | -114.8% | -29.8% |
| YTD | +36.4% | +63.6% | -27.2% | +27.0% |
| 1Y | +40.6% | +83.5% | -42.9% | +28.0% |
| All | +40.6% | +85.3% | -44.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling