+523.6%
CB vs GWRE
+793.8%
-270.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.8% | +6.4% | -0.5% |
| 7D | -0.6% | -25.6% | +24.9% | +2.6% |
| 30D | -3.9% | -12.2% | +8.3% | -2.8% |
| 3M | +4.9% | +17.7% | -12.8% | +2.1% |
| 6M | +3.3% | -11.3% | +14.6% | +3.2% |
| YTD | +8.5% | -25.5% | +34.0% | +10.6% |
| 1Y | +22.1% | -42.8% | +64.9% | +28.7% |
| 3Y | +70.1% | +59.0% | +11.1% | +50.6% |
| 5Y | +97.4% | +21.6% | +75.8% | +79.7% |
| 10Y | +216.8% | +139.2% | +77.6% | +153.0% |
| All | +523.6% | +793.8% | -270.1% | +337.1% |
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 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