+154.0%
CNH vs GWRE
+131.0%
+23.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -5.7% | -13.2% | +7.5% | -3.2% |
| 30D | +26.6% | -18.6% | +45.1% | +30.1% |
| 3M | +31.1% | +18.9% | +12.2% | +23.7% |
| 6M | +24.9% | -11.0% | +35.8% | +23.1% |
| YTD | +48.7% | -29.9% | +78.6% | +54.8% |
| 1Y | +22.2% | -44.3% | +66.5% | +35.4% |
| 3Y | +7.4% | +51.7% | -44.2% | -16.3% |
| 5Y | +10.8% | +15.4% | -4.6% | -7.6% |
| All | +154.0% | +131.0% | +23.0% | +69.0% |
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 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