+604.3%
CEG vs GWRE
+38.0%
+566.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.8% | -13.2% | +8.5% | -2.6% |
| 30D | +2.3% | -18.6% | +20.9% | +4.5% |
| 3M | +15.6% | +18.9% | -3.3% | +8.2% |
| 6M | -5.0% | -11.0% | +5.9% | -6.5% |
| YTD | -19.0% | -29.9% | +10.9% | -15.2% |
| 1Y | -10.0% | -44.3% | +34.4% | +0.6% |
| 3Y | +163.9% | +51.7% | +112.3% | +119.2% |
| All | +604.3% | +38.0% | +566.3% | +486.2% |
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 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