+21.9%
CCL vs GWRE
-24.5%
+46.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.9% | +1.3% | +7.0% |
| 7D | +11.6% | +2.2% | +9.4% | +11.5% |
| 30D | +22.5% | +4.5% | +18.0% | +22.2% |
| 3M | +6.4% | +6.4% | 0.0% | +5.5% |
| 6M | +23.4% | +18.8% | +4.6% | +21.8% |
| YTD | +4.2% | -15.1% | +19.3% | +11.2% |
| 1Y | +21.9% | -23.4% | +45.3% | +38.0% |
| All | +21.9% | -24.5% | +46.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling