+45.7%
CNH vs GWW
+598.8%
-553.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +7.2% | +14.0% | -6.7% | +0.1% |
| 3M | +17.5% | +14.4% | +3.1% | +9.3% |
| 6M | +15.0% | +21.7% | -6.7% | +3.4% |
| YTD | +36.8% | +48.4% | -11.7% | +11.3% |
| 1Y | +27.6% | +58.4% | -30.8% | +0.5% |
| 3Y | +34.3% | +92.3% | -57.9% | -4.2% |
| 5Y | -12.2% | +221.8% | -234.0% | -52.6% |
| 10Y | +113.9% | +657.6% | -543.7% | -22.6% |
| All | +45.7% | +598.8% | -553.1% | -47.4% |
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