-4.4%
CCL vs GWRE
+749.2%
-753.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -0.4% |
| 7D | -4.4% | -26.2% | +21.8% | +5.1% |
| 30D | -18.2% | -17.8% | -0.4% | -13.9% |
| 3M | -17.7% | +14.2% | -32.0% | -24.3% |
| 6M | -13.0% | -12.9% | -0.1% | -13.9% |
| YTD | -24.5% | -29.2% | +4.8% | -19.9% |
| 1Y | -26.9% | -44.4% | +17.5% | -14.6% |
| 3Y | +50.8% | +51.1% | -0.3% | +9.5% |
| 5Y | -0.9% | +16.5% | -17.4% | -22.1% |
| 10Y | -41.7% | +131.6% | -173.3% | -62.0% |
| All | -4.4% | +749.2% | -753.6% | -45.5% |
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