+7.8%
CNH vs GWW
+91.5%
-83.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -3.8% |
| 7D | +8.8% | -1.5% | +10.3% | +9.9% |
| 30D | +24.7% | +1.1% | +23.5% | +23.5% |
| 3M | +27.3% | -1.0% | +28.3% | +27.6% |
| 6M | +23.2% | +16.3% | +6.8% | +10.8% |
| YTD | +48.9% | +28.5% | +20.4% | +25.4% |
| 1Y | +19.4% | +30.3% | -10.9% | -0.6% |
| 3Y | +7.8% | +91.6% | -83.9% | -25.2% |
| All | +7.8% | +91.5% | -83.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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