+51.5%
CART vs GWRE
+75.0%
-23.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.7% | +2.9% |
| 7D | +1.0% | -21.1% | +22.1% | +5.6% |
| 30D | +12.6% | +1.3% | +11.3% | +11.3% |
| 3M | +23.1% | +7.4% | +15.7% | +19.4% |
| 6M | +39.5% | +5.6% | +33.9% | +34.9% |
| YTD | +13.5% | -19.2% | +32.7% | +15.1% |
| 1Y | +14.9% | -25.1% | +40.0% | +17.3% |
| All | +51.5% | +75.0% | -23.4% | +18.9% |
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