+317.2%
CNI vs GWRE
+741.3%
-424.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.4% | -13.2% | +12.9% | +1.8% |
| 30D | -2.7% | -18.6% | +15.9% | -0.1% |
| 3M | +3.9% | +18.9% | -15.0% | -0.4% |
| 6M | +16.4% | -11.0% | +27.3% | +15.7% |
| YTD | +25.8% | -29.9% | +55.7% | +30.0% |
| 1Y | +32.4% | -44.3% | +76.7% | +42.8% |
| 3Y | +19.1% | +51.7% | -32.6% | +2.1% |
| 5Y | +13.6% | +15.4% | -1.9% | +0.6% |
| 10Y | +136.8% | +129.4% | +7.4% | +79.9% |
| All | +317.2% | +741.3% | -424.1% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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