+31.0%
GLW vs CRM
+23.6%
+7.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +0.4% |
| 7D | +16.9% | -5.0% | +21.9% | +14.0% |
| 30D | +7.0% | +23.6% | -16.6% | +22.6% |
| 3M | -3.0% | +39.6% | -42.6% | +27.7% |
| 6M | +31.0% | +23.4% | +7.5% | +58.7% |
| All | +31.0% | +23.6% | +7.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 6mo: compounded portfolio wealth divided by compounded CRM 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…
6mo analysis · Full analysis span regression · 6 months rolling