+598.2%
CB vs GWRE
+844.6%
-246.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +2.9% | -2.0% | +4.9% | +3.2% |
| 30D | +7.3% | -4.1% | +11.4% | +7.6% |
| 3M | +9.4% | -13.4% | +22.8% | +10.5% |
| 6M | +19.6% | +26.0% | -6.3% | +14.5% |
| YTD | +21.5% | -21.3% | +42.8% | +22.5% |
| 1Y | +28.0% | -27.5% | +55.5% | +30.5% |
| 3Y | +74.9% | +72.7% | +2.2% | +52.8% |
| 5Y | +108.1% | +26.4% | +81.8% | +88.3% |
| 10Y | +251.8% | +169.3% | +82.5% | +175.8% |
| All | +598.2% | +844.6% | -246.4% | +384.4% |
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