+410.2%
GLW vs CRL
+38.0%
+372.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.3% | +6.0% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | -1.3% | +10.7% | -12.0% | -3.0% |
| 3M | -21.8% | +55.3% | -77.1% | -27.6% |
| 6M | +6.9% | +60.7% | -53.8% | -2.3% |
| YTD | +77.2% | +44.6% | +32.5% | +64.2% |
| 1Y | +123.2% | +77.7% | +45.5% | +98.1% |
| All | +410.2% | +38.0% | +372.2% | +343.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling