+22.4%
CCI vs GWRE
+131.0%
-108.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -0.3% | -13.2% | +13.0% | +2.2% |
| 30D | +2.2% | -18.6% | +20.8% | +5.4% |
| 3M | -16.9% | +18.9% | -35.8% | -20.4% |
| 6M | -11.5% | -11.0% | -0.6% | -11.6% |
| YTD | -12.8% | -29.9% | +17.1% | -9.2% |
| 1Y | -17.1% | -44.3% | +27.3% | -9.6% |
| 3Y | -9.6% | +51.7% | -61.3% | -24.8% |
| 5Y | -48.9% | +15.4% | -64.4% | -56.1% |
| All | +22.4% | +131.0% | -108.6% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling