+590.1%
CF vs GWRE
+129.6%
+460.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -2.0% | -30.9% | +29.0% | +4.1% |
| 30D | +15.3% | -20.7% | +36.0% | +19.1% |
| 3M | +24.3% | +20.2% | +4.1% | +18.2% |
| 6M | +23.9% | -11.9% | +35.8% | +23.5% |
| YTD | +77.3% | -30.3% | +107.6% | +84.2% |
| 1Y | +58.7% | -44.6% | +103.3% | +72.6% |
| 3Y | +72.8% | +48.8% | +24.0% | +44.6% |
| 5Y | +228.8% | +14.8% | +214.0% | +193.6% |
| All | +590.1% | +129.6% | +460.5% | +358.1% |
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