+394.0%
CAH vs GWRE
+15.1%
+378.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -5.1% | -13.2% | +8.1% | -4.8% |
| 30D | +0.2% | -18.6% | +18.8% | +0.6% |
| 3M | +6.3% | +18.9% | -12.6% | +5.7% |
| 6M | +9.4% | -11.0% | +20.3% | +9.4% |
| YTD | +15.0% | -29.9% | +44.9% | +16.5% |
| 1Y | +55.4% | -44.3% | +99.8% | +59.4% |
| 3Y | +173.8% | +51.7% | +122.2% | +166.3% |
| All | +394.0% | +15.1% | +378.9% | +399.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling