+99.5%
CFG vs GWRE
+14.4%
+85.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -1.7% | -30.9% | +29.2% | +3.4% |
| 30D | -4.6% | -20.7% | +16.1% | -2.0% |
| 3M | +7.9% | +20.2% | -12.3% | +3.0% |
| 6M | +19.9% | -11.9% | +31.7% | +19.3% |
| YTD | +21.7% | -30.3% | +52.0% | +26.9% |
| 1Y | +38.4% | -44.6% | +83.1% | +52.0% |
| 3Y | +187.0% | +48.8% | +138.2% | +133.3% |
| 5Y | +99.5% | +14.8% | +84.8% | +72.5% |
| All | +99.5% | +14.4% | +85.1% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling