+6.8%
CNH vs GWRE
+49.2%
-42.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.9% |
| 7D | -2.5% | -30.9% | +28.5% | -2.2% |
| 30D | +27.0% | -20.7% | +47.7% | +26.9% |
| 3M | +32.6% | +20.2% | +12.5% | +31.4% |
| 6M | +23.6% | -11.9% | +35.4% | +23.7% |
| YTD | +47.8% | -30.3% | +78.1% | +52.8% |
| 1Y | +21.3% | -44.6% | +65.9% | +29.6% |
| All | +6.8% | +49.2% | -42.4% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling