+362.4%
CFG vs GWRE
+270.8%
+91.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.9% | +19.9% | +5.0% |
| 7D | +1.5% | -21.1% | +22.6% | +7.0% |
| 30D | -3.8% | +1.3% | -5.1% | -5.4% |
| 3M | +11.5% | +7.4% | +4.0% | +6.7% |
| 6M | +19.2% | +5.6% | +13.6% | +12.3% |
| YTD | +23.7% | -19.2% | +42.9% | +25.5% |
| 1Y | +38.8% | -25.1% | +64.0% | +42.4% |
| 3Y | +178.9% | +87.7% | +91.2% | +99.9% |
| 5Y | +101.8% | +32.0% | +69.7% | +59.7% |
| 10Y | +317.3% | +157.8% | +159.5% | +144.8% |
| All | +362.4% | +270.8% | +91.6% | +150.4% |
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