+61.7%
CF vs GWRE
-25.4%
+87.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -19.9% | +16.7% | -2.2% |
| 7D | +6.0% | -21.1% | +27.1% | +7.2% |
| 30D | +14.8% | +1.3% | +13.5% | +14.7% |
| 3M | +14.1% | +7.4% | +6.6% | +13.5% |
| 6M | +28.5% | +5.6% | +22.9% | +27.8% |
| YTD | +74.9% | -19.2% | +94.1% | +70.6% |
| 1Y | +61.7% | -25.1% | +86.8% | +58.7% |
| All | +61.7% | -25.4% | +87.1% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling