+421.5%
CARR vs GWRE
+76.2%
+345.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | -3.8% | -13.2% | +9.5% | -1.4% |
| 30D | -8.9% | -18.6% | +9.7% | -6.3% |
| 3M | -17.3% | +18.9% | -36.2% | -22.0% |
| 6M | -1.4% | -11.0% | +9.6% | -2.4% |
| YTD | +10.0% | -29.9% | +39.9% | +15.9% |
| 1Y | -6.4% | -44.3% | +38.0% | +5.7% |
| 3Y | +1.5% | +51.7% | -50.1% | -21.2% |
| 5Y | +9.3% | +15.4% | -6.1% | -10.7% |
| All | +421.5% | +76.2% | +345.3% | +253.9% |
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