+89.6%
CL vs GWRE
+167.6%
-78.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +3.2% | -2.0% | +5.2% | +3.4% |
| 30D | +8.0% | -4.1% | +12.1% | +8.3% |
| 3M | +7.9% | -13.4% | +21.2% | +8.6% |
| 6M | +14.7% | +26.0% | -11.2% | +12.0% |
| YTD | +29.2% | -21.3% | +50.4% | +30.4% |
| 1Y | +29.5% | -27.5% | +57.0% | +31.6% |
| 3Y | +40.7% | +72.7% | -32.0% | +27.9% |
| 5Y | +43.9% | +26.4% | +17.5% | +35.3% |
| All | +89.6% | +167.6% | -78.0% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling