+3,495.5%
GLW vs CRS
+6,376.1%
-2,880.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +15.5% | +7.4% | +8.1% | +12.8% |
| 30D | -19.6% | -21.2% | +1.7% | -12.8% |
| 3M | -28.5% | -43.3% | +14.8% | -12.8% |
| 6M | -39.5% | -29.4% | -10.1% | -31.3% |
| YTD | +37.2% | -4.7% | +41.9% | +40.6% |
| 1Y | +35.4% | -9.6% | +45.0% | +41.2% |
| 3Y | +359.7% | +355.5% | +4.2% | +157.5% |
| 5Y | +244.0% | +826.6% | -582.5% | +41.0% |
| 10Y | +556.7% | +846.1% | -289.5% | +128.5% |
| All | +3,495.5% | +6,376.1% | -2,880.6% | +424.3% |
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 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