+38.9%
CNH vs GWW
+600.1%
-561.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +3.0% | +3.6% | -0.5% | +1.2% |
| 30D | -0.6% | +12.1% | -12.7% | -6.5% |
| 3M | +14.6% | +12.9% | +1.7% | +7.3% |
| 6M | +11.8% | +19.3% | -7.6% | +1.6% |
| YTD | +30.4% | +48.7% | -18.3% | +6.0% |
| 1Y | +19.1% | +60.5% | -41.4% | -6.9% |
| 3Y | +30.2% | +93.3% | -63.1% | -7.4% |
| 5Y | -17.8% | +219.0% | -236.8% | -55.4% |
| 10Y | +103.9% | +659.0% | -555.0% | -26.2% |
| All | +38.9% | +600.1% | -561.1% | -49.9% |
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