+56.1%
CDE vs GWRE
+131.0%
-74.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -3.1% | -13.2% | +10.1% | +1.5% |
| 30D | +9.5% | -18.6% | +28.0% | +15.4% |
| 3M | +25.5% | +18.9% | +6.6% | +13.4% |
| 6M | -7.9% | -11.0% | +3.1% | -9.4% |
| YTD | +15.6% | -29.9% | +45.4% | +24.0% |
| 1Y | +34.0% | -44.3% | +78.4% | +58.5% |
| 3Y | +791.9% | +51.7% | +740.2% | +565.2% |
| 5Y | +197.7% | +15.4% | +182.3% | +141.5% |
| All | +56.1% | +131.0% | -74.9% | -1.3% |
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