+7.7%
CNH vs GWRE
+15.1%
-7.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -5.7% | -13.2% | +7.5% | -4.5% |
| 30D | +26.6% | -18.6% | +45.1% | +28.0% |
| 3M | +31.1% | +18.9% | +12.2% | +27.1% |
| 6M | +24.9% | -11.0% | +35.8% | +24.2% |
| YTD | +48.7% | -29.9% | +78.6% | +54.1% |
| 1Y | +22.2% | -44.3% | +66.5% | +32.5% |
| 3Y | +7.4% | +51.7% | -44.2% | -10.5% |
| All | +7.7% | +15.1% | -7.4% | -2.6% |
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