+232.7%
GLW vs CRL
-12.1%
+244.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | +7.7% | +0.1% | +7.6% | +7.8% |
| 30D | -18.8% | +11.9% | -30.7% | -20.6% |
| 3M | -27.7% | +20.2% | -47.9% | -30.5% |
| 6M | -44.4% | +107.5% | -152.0% | -52.7% |
| YTD | +31.3% | +69.4% | -38.1% | +15.4% |
| 1Y | +40.0% | +99.7% | -59.7% | +18.4% |
| 3Y | +339.2% | +98.8% | +240.5% | +250.9% |
| All | +232.7% | -12.1% | +244.8% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling