+287.5%
CAH vs GWRE
+131.0%
+156.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.1% | -13.2% | +8.1% | -3.6% |
| 30D | +0.2% | -18.6% | +18.8% | +2.0% |
| 3M | +6.3% | +18.9% | -12.6% | +3.0% |
| 6M | +9.4% | -11.0% | +20.3% | +9.0% |
| YTD | +15.0% | -29.9% | +44.9% | +18.4% |
| 1Y | +55.4% | -44.3% | +99.8% | +65.7% |
| 3Y | +173.8% | +51.7% | +122.2% | +138.3% |
| 5Y | +395.2% | +15.4% | +379.8% | +356.1% |
| All | +287.5% | +131.0% | +156.5% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling