+49.3%
CCL vs GWRE
+50.1%
-0.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | -3.2% | -13.2% | +10.0% | -0.9% |
| 30D | -17.8% | -18.6% | +0.8% | -15.7% |
| 3M | -18.7% | +18.9% | -37.6% | -22.8% |
| 6M | -11.4% | -11.0% | -0.4% | -11.7% |
| YTD | -24.3% | -29.9% | +5.6% | -19.6% |
| 1Y | -28.8% | -44.3% | +15.5% | -18.8% |
| 3Y | +49.3% | +51.7% | -2.3% | +6.2% |
| All | +49.3% | +50.1% | -0.8% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling