-1.8%
CARR vs GWRE
-24.5%
+22.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +1.1% |
| 7D | -0.7% | +2.2% | -2.9% | -0.4% |
| 30D | +0.3% | +4.5% | -4.2% | +0.8% |
| 3M | -14.9% | +6.4% | -21.3% | -13.5% |
| 6M | -14.9% | +18.8% | -33.7% | -10.8% |
| YTD | +7.0% | -15.1% | +22.1% | +19.0% |
| 1Y | -1.8% | -23.4% | +21.7% | +15.7% |
| All | -1.8% | -24.5% | +22.8% | +15.7% |
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