+71.8%
CF vs GWRE
+66.3%
+5.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.6% | +1.2% |
| 7D | -0.9% | -25.6% | +24.6% | +0.7% |
| 30D | +18.1% | -12.2% | +30.3% | +18.8% |
| 3M | +23.4% | +17.7% | +5.7% | +21.6% |
| 6M | +17.1% | -11.3% | +28.4% | +17.3% |
| YTD | +76.2% | -25.5% | +101.8% | +76.9% |
| 1Y | +62.3% | -42.8% | +105.1% | +65.5% |
| 3Y | +71.8% | +59.0% | +12.8% | +73.7% |
| All | +71.8% | +66.3% | +5.5% | +73.7% |
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 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