+463.3%
GLW vs CRS
+653.3%
-189.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.5% | +11.1% | +8.8% |
| 7D | +14.0% | -3.1% | +17.1% | +15.2% |
| 30D | +0.4% | -19.6% | +20.0% | +8.6% |
| 3M | -11.3% | -8.1% | -3.3% | -7.6% |
| 6M | +35.1% | +18.6% | +16.5% | +30.1% |
| YTD | +90.5% | +45.9% | +44.7% | +74.4% |
| 1Y | +132.0% | +82.5% | +49.6% | +100.5% |
| 3Y | +463.3% | +648.9% | -185.6% | +283.3% |
| All | +463.3% | +653.3% | -189.9% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling