+178.0%
CL vs GWRE
+869.7%
-691.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -19.9% | +18.5% | +0.1% |
| 7D | -2.2% | -21.1% | +18.9% | -0.5% |
| 30D | -4.8% | +1.3% | -6.1% | -5.2% |
| 3M | +4.9% | +7.4% | -2.5% | +3.7% |
| 6M | -5.7% | +5.6% | -11.3% | -7.0% |
| YTD | +14.4% | -19.2% | +33.6% | +15.2% |
| 1Y | +8.7% | -25.1% | +33.9% | +10.0% |
| 3Y | +30.0% | +87.7% | -57.7% | +17.8% |
| 5Y | +28.4% | +32.0% | -3.7% | +19.6% |
| 10Y | +50.1% | +157.8% | -107.7% | +26.8% |
| All | +178.0% | +869.7% | -691.7% | +124.8% |
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