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  • CF vs GWRE✓SelectedUSD · GWRECF vs GWRE performance historyLatest closeAs of-3.24%09/04
Stock and ETF performance explorer

CF vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+427.7%
GWRE return
+869.7%
Excess return
-441.9%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D-3.2%-19.9%+16.7%+0.6%
7D+6.0%-21.1%+27.1%+10.4%
30D+14.8%+1.3%+13.5%+13.6%
3M+14.1%+7.4%+6.6%+10.7%
6M+28.5%+5.6%+22.9%+23.8%
YTD+74.9%-19.2%+94.1%+77.2%
1Y+61.7%-25.1%+86.8%+65.3%
3Y+80.3%+87.7%-7.4%+44.0%
5Y+226.0%+32.0%+193.9%+178.1%
10Y+569.9%+157.8%+412.1%+357.9%
All+427.7%+869.7%-441.9%+156.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling