+64.8%
CF vs GWRE
+73.3%
-8.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.7% |
| 7D | +4.8% | -3.5% | +8.2% | +4.9% |
| 30D | +9.7% | -7.1% | +16.8% | +10.0% |
| 3M | +1.2% | -10.1% | +11.3% | +1.6% |
| 6M | +7.4% | +12.3% | -4.9% | +5.8% |
| YTD | +60.5% | -22.7% | +83.2% | +60.5% |
| 1Y | +50.7% | -28.6% | +79.3% | +51.5% |
| 3Y | +64.8% | +70.7% | -5.9% | +65.1% |
| All | +64.8% | +73.3% | -8.5% | +65.1% |
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 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