-0.8%
CCL vs GWRE
+15.1%
-15.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.0% |
| 7D | -3.2% | -13.2% | +10.0% | +1.8% |
| 30D | -17.8% | -18.6% | +0.8% | -13.2% |
| 3M | -18.7% | +18.9% | -37.6% | -27.3% |
| 6M | -11.4% | -11.0% | -0.4% | -13.3% |
| YTD | -24.3% | -29.9% | +5.6% | -17.6% |
| 1Y | -28.8% | -44.3% | +15.5% | -12.4% |
| 3Y | +49.3% | +51.7% | -2.3% | -14.0% |
| All | -0.8% | +15.1% | -15.9% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling