+32.1%
CL vs GWRE
-24.5%
+56.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.9% | -2.7% | +3.2% |
| 7D | +7.7% | +2.2% | +5.5% | +7.6% |
| 30D | +15.2% | +4.5% | +10.7% | +15.2% |
| 3M | +7.3% | +6.4% | +0.9% | +7.7% |
| 6M | +17.0% | +18.8% | -1.8% | +17.2% |
| YTD | +28.0% | -15.1% | +43.1% | +28.5% |
| 1Y | +32.1% | -23.4% | +55.5% | +34.0% |
| All | +32.1% | -24.5% | +56.6% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling