+28.0%
CNH vs GWRE
-25.4%
+53.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -19.9% | +24.0% | +2.1% |
| 7D | +23.3% | -21.1% | +44.4% | +20.9% |
| 30D | +33.5% | +1.3% | +32.2% | +33.6% |
| 3M | +32.7% | +7.4% | +25.3% | +33.1% |
| 6M | +22.2% | +5.6% | +16.6% | +24.4% |
| YTD | +57.7% | -19.2% | +76.9% | +64.2% |
| 1Y | +28.0% | -25.1% | +53.1% | +34.0% |
| All | +28.0% | -25.4% | +53.4% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling