+867.9%
GLW vs CRS
+1,345.8%
-477.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | -0.5% | +17.4% | +17.0% |
| 30D | +7.0% | -18.1% | +25.1% | +14.2% |
| 3M | -3.0% | -12.4% | +9.5% | +2.0% |
| 6M | +31.0% | +15.9% | +15.1% | +25.9% |
| YTD | +93.4% | +45.8% | +47.6% | +73.2% |
| 1Y | +134.7% | +87.8% | +47.0% | +92.8% |
| 3Y | +471.8% | +648.7% | -176.9% | +191.6% |
| 5Y | +394.5% | +1,416.6% | -1,022.2% | +89.9% |
| 10Y | +867.9% | +1,412.7% | -544.8% | +232.4% |
| All | +867.9% | +1,345.8% | -477.8% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling