+183.3%
CFG vs GWRE
+51.5%
+131.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.4% |
| 7D | -0.6% | -26.2% | +25.6% | +1.8% |
| 30D | -4.5% | -17.8% | +13.2% | -3.3% |
| 3M | +6.3% | +14.2% | -7.9% | +3.8% |
| 6M | +20.6% | -12.9% | +33.5% | +20.9% |
| YTD | +21.2% | -29.2% | +50.5% | +25.6% |
| 1Y | +38.2% | -44.4% | +82.6% | +49.8% |
| All | +183.3% | +51.5% | +131.8% | +114.1% |
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