+119.6%
GLW vs CRS
+81.8%
+37.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -0.9% | -1.9% |
| 7D | +11.7% | -4.1% | +15.8% | +14.2% |
| 30D | +2.7% | -16.6% | +19.2% | +13.4% |
| 3M | -2.8% | -14.3% | +11.4% | +7.9% |
| 6M | +20.2% | +11.6% | +8.6% | +17.3% |
| YTD | +87.3% | +42.6% | +44.7% | +71.8% |
| 1Y | +119.6% | +81.8% | +37.8% | +96.7% |
| All | +119.6% | +81.8% | +37.8% | +96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling