+122.8%
GLW vs CRL
+1,712.0%
-1,589.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.7% | +4.6% | +7.8% |
| 7D | -5.9% | +4.4% | -10.3% | -6.9% |
| 30D | -26.0% | +17.1% | -43.1% | -29.5% |
| 3M | -29.9% | +32.1% | -62.0% | -35.9% |
| 6M | -37.8% | +98.9% | -136.7% | -50.6% |
| YTD | +33.1% | +77.1% | -44.0% | +8.1% |
| 1Y | +36.8% | +110.3% | -73.4% | +5.0% |
| 3Y | +356.1% | +108.5% | +247.6% | +227.2% |
| 5Y | +243.8% | -7.9% | +251.7% | +213.0% |
| 10Y | +542.4% | +368.9% | +173.5% | +229.7% |
| All | +122.8% | +1,712.0% | -1,589.2% | -8.1% |
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