+101.0%
CB vs GWRE
+14.4%
+86.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.8% | -30.9% | +28.2% | -1.2% |
| 30D | -2.4% | -20.7% | +18.3% | -1.5% |
| 3M | +2.8% | +20.2% | -17.4% | +2.0% |
| 6M | +4.8% | -11.9% | +16.6% | +4.8% |
| YTD | +9.2% | -30.3% | +39.5% | +10.4% |
| 1Y | +22.8% | -44.6% | +67.4% | +25.8% |
| 3Y | +71.1% | +48.8% | +22.4% | +61.1% |
| 5Y | +101.0% | +14.8% | +86.2% | +105.1% |
| All | +101.0% | +14.4% | +86.6% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling