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  • CCEP vs GWRE✓SelectedUSD · GWRECCEP vs GWRE performance historyLatest closeAs of+0.75%09/08
Stock and ETF performance explorer

CCEP vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+690.1%
GWRE return
+793.8%
Excess return
-103.7%
Maximum drawdown
-48.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+0.7%-7.8%+8.6%+1.9%
7D-1.0%-25.6%+24.6%+2.9%
30D-1.6%-12.2%+10.6%-0.2%
3M+11.9%+17.7%-5.8%+8.3%
6M+7.5%-11.3%+18.8%+7.3%
YTD+18.7%-25.5%+44.3%+21.4%
1Y+21.4%-42.8%+64.2%+29.6%
3Y+89.1%+59.0%+30.1%+64.1%
5Y+108.7%+21.6%+87.1%+86.0%
10Y+241.0%+139.2%+101.8%+166.2%
All+690.1%+793.8%-103.7%+436.9%

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