+708.4%
CAH vs GWRE
+741.3%
-32.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.1% | -13.2% | +8.1% | -3.5% |
| 30D | +0.2% | -18.6% | +18.8% | +2.2% |
| 3M | +6.3% | +18.9% | -12.6% | +2.9% |
| 6M | +9.4% | -11.0% | +20.3% | +9.0% |
| YTD | +15.0% | -29.9% | +44.9% | +18.1% |
| 1Y | +55.4% | -44.3% | +99.8% | +65.0% |
| 3Y | +173.8% | +51.7% | +122.2% | +142.0% |
| 5Y | +395.2% | +15.4% | +379.8% | +352.5% |
| 10Y | +293.2% | +129.4% | +163.8% | +211.2% |
| All | +708.4% | +741.3% | -32.9% | +497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling