+58.6%
CNH vs GWRE
+222.0%
-163.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.8% | +2.3% | -3.9% |
| 7D | +8.8% | -25.6% | +34.4% | +14.7% |
| 30D | +24.7% | -12.2% | +36.9% | +26.5% |
| 3M | +27.3% | +17.7% | +9.6% | +20.2% |
| 6M | +23.2% | -11.3% | +34.5% | +21.8% |
| YTD | +48.9% | -25.5% | +74.5% | +52.9% |
| 1Y | +19.4% | -42.8% | +62.2% | +31.9% |
| 3Y | +7.8% | +59.0% | -51.3% | -16.6% |
| 5Y | +8.7% | +21.6% | -12.9% | -10.8% |
| 10Y | +149.5% | +139.2% | +10.3% | +56.7% |
| All | +58.6% | +222.0% | -163.4% | -9.0% |
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 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