-11.8%
CAG vs GWRE
-25.4%
+13.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.9% | +19.0% | +0.4% |
| 7D | -3.8% | -21.1% | +17.3% | -2.5% |
| 30D | +3.1% | +1.3% | +1.8% | +2.7% |
| 3M | +23.5% | +7.4% | +16.0% | +20.7% |
| 6M | -14.8% | +5.6% | -20.5% | -16.3% |
| YTD | -5.4% | -19.2% | +13.8% | -5.8% |
| 1Y | -11.8% | -25.1% | +13.3% | -11.4% |
| All | -11.8% | -25.4% | +13.6% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling