+196.5%
GLW vs CRL
+1,379.5%
-1,183.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.3% | +6.2% |
| 7D | +3.8% | -1.0% | +4.8% | +4.0% |
| 30D | -1.3% | +10.7% | -12.0% | -4.5% |
| 3M | -21.8% | +55.3% | -77.1% | -32.2% |
| 6M | +6.9% | +60.7% | -53.8% | -9.6% |
| YTD | +77.2% | +44.6% | +32.5% | +53.4% |
| 1Y | +123.2% | +77.7% | +45.5% | +79.7% |
| 3Y | +400.0% | +37.6% | +362.4% | +310.3% |
| 5Y | +342.8% | -35.8% | +378.6% | +351.9% |
| 10Y | +771.4% | +241.7% | +529.6% | +393.1% |
| All | +196.5% | +1,379.5% | -1,183.0% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling