-49.3%
CLF vs GWRE
+14.4%
-63.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | -3.7% | -30.9% | +27.3% | +6.0% |
| 30D | -4.7% | -20.7% | +16.0% | +0.1% |
| 3M | -4.7% | +20.2% | -24.8% | -14.1% |
| 6M | +24.0% | -11.9% | +35.9% | +22.0% |
| YTD | -10.9% | -30.3% | +19.4% | -4.7% |
| 1Y | +4.0% | -44.6% | +48.7% | +23.1% |
| 3Y | -16.9% | +48.8% | -65.7% | -37.2% |
| 5Y | -49.3% | +14.8% | -64.1% | -57.2% |
| All | -49.3% | +14.4% | -63.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling