+165.1%
CEG vs GWRE
+49.2%
+115.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | +0.3% | -30.9% | +31.3% | +4.6% |
| 30D | +2.9% | -20.7% | +23.6% | +4.7% |
| 3M | +18.2% | +20.2% | -2.0% | +10.7% |
| 6M | -9.5% | -11.9% | +2.3% | -10.5% |
| YTD | -18.7% | -30.3% | +11.6% | -13.7% |
| 1Y | -10.1% | -44.6% | +34.5% | +2.6% |
| All | +165.1% | +49.2% | +115.9% | +117.7% |
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 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