+13.2%
CNH vs GWW
+221.1%
-207.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +1.8% | -0.5% | +2.3% | +2.2% |
| 30D | +32.6% | -1.4% | +34.1% | +33.6% |
| 3M | +29.4% | -3.6% | +33.1% | +31.7% |
| 6M | +26.0% | +15.1% | +10.9% | +16.4% |
| YTD | +52.2% | +27.5% | +24.7% | +33.2% |
| 1Y | +23.9% | +29.6% | -5.7% | +7.4% |
| 3Y | +10.1% | +90.1% | -79.9% | -19.6% |
| 5Y | +13.2% | +222.6% | -209.5% | -33.5% |
| All | +13.2% | +221.1% | -207.9% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling