+3,340.5%
GLW vs CRS
+6,203.6%
-2,863.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.4% |
| 7D | +7.7% | +4.8% | +3.0% | +6.2% |
| 30D | -18.8% | -23.2% | +4.3% | -11.2% |
| 3M | -27.7% | -45.5% | +17.8% | -10.6% |
| 6M | -44.4% | -33.1% | -11.3% | -35.7% |
| YTD | +31.3% | -7.2% | +38.5% | +35.8% |
| 1Y | +40.0% | -10.0% | +50.1% | +46.3% |
| 3Y | +339.2% | +332.3% | +6.9% | +150.7% |
| 5Y | +229.2% | +801.9% | -572.7% | +36.3% |
| 10Y | +528.4% | +820.9% | -292.6% | +120.8% |
| All | +3,340.5% | +6,203.6% | -2,863.1% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling