+471.5%
CF vs GWRE
+167.6%
+303.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | +4.8% | -2.0% | +6.8% | +5.1% |
| 30D | +4.7% | -4.1% | +8.8% | +5.1% |
| 3M | +7.4% | -13.4% | +20.8% | +8.8% |
| 6M | +0.6% | +26.0% | -25.4% | -6.2% |
| YTD | +64.1% | -21.3% | +85.4% | +66.0% |
| 1Y | +51.4% | -27.5% | +78.9% | +55.7% |
| 3Y | +67.8% | +72.7% | -4.9% | +35.9% |
| 5Y | +114.1% | +26.4% | +87.8% | +88.5% |
| All | +471.5% | +167.6% | +303.9% | +242.1% |
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