+69.2%
CB vs GWRE
+51.5%
+17.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.4% |
| 7D | -0.5% | -26.2% | +25.7% | +0.2% |
| 30D | -3.1% | -17.8% | +14.7% | -2.6% |
| 3M | +4.2% | +14.2% | -10.1% | +4.2% |
| 6M | +4.7% | -12.9% | +17.6% | +4.6% |
| YTD | +8.8% | -29.2% | +38.1% | +9.2% |
| 1Y | +22.6% | -44.4% | +67.1% | +23.8% |
| All | +69.2% | +51.5% | +17.7% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling