+4,542.6%
GLW vs CRS
+10,171.0%
-5,628.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.1% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -1.3% | -16.6% | +15.3% | +5.2% |
| 3M | -21.8% | -3.5% | -18.3% | -20.4% |
| 6M | +6.9% | +15.4% | -8.5% | +2.5% |
| YTD | +77.2% | +51.2% | +26.0% | +54.6% |
| 1Y | +123.2% | +98.3% | +25.0% | +75.4% |
| 3Y | +400.0% | +651.5% | -251.6% | +134.2% |
| 5Y | +342.8% | +1,411.1% | -1,068.3% | +52.6% |
| 10Y | +771.4% | +1,424.3% | -653.0% | +153.6% |
| All | +4,542.6% | +10,171.0% | -5,628.4% | +476.6% |
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