+64.9%
CLBK vs GWRE
+64.1%
+0.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -1.5% | -13.2% | +11.8% | +0.2% |
| 30D | -1.0% | -18.6% | +17.6% | +0.9% |
| 3M | +22.9% | +18.9% | +4.0% | +18.9% |
| 6M | +44.2% | -11.0% | +55.2% | +43.6% |
| YTD | +64.0% | -29.9% | +93.9% | +68.5% |
| 1Y | +65.7% | -44.3% | +110.0% | +76.3% |
| 3Y | +54.1% | +51.7% | +2.4% | +34.8% |
| 5Y | +44.7% | +15.4% | +29.3% | +32.9% |
| All | +64.9% | +64.1% | +0.9% | +33.8% |
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 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