+68.0%
CNH vs GWW
+521.5%
-453.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +3.6% |
| 7D | +23.3% | +1.4% | +21.9% | +22.3% |
| 30D | +33.5% | +3.3% | +30.2% | +31.0% |
| 3M | +32.7% | +2.9% | +29.8% | +30.4% |
| 6M | +22.2% | +15.8% | +6.4% | +13.2% |
| YTD | +57.7% | +32.0% | +25.7% | +36.6% |
| 1Y | +28.0% | +29.9% | -1.9% | +11.6% |
| 3Y | +11.5% | +91.1% | -79.5% | -19.9% |
| 5Y | +11.9% | +223.9% | -212.1% | -39.7% |
| 10Y | +162.8% | +567.0% | -404.3% | +1.7% |
| All | +68.0% | +521.5% | -453.5% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling