-81.1%
CLF vs GWRE
+793.8%
-874.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | +1.0% |
| 7D | +6.5% | -25.6% | +32.0% | +16.2% |
| 30D | +0.2% | -12.2% | +12.5% | +2.8% |
| 3M | -3.1% | +17.7% | -20.8% | -12.4% |
| 6M | +25.0% | -11.3% | +36.4% | +22.7% |
| YTD | -7.5% | -25.5% | +18.1% | -4.0% |
| 1Y | +11.5% | -42.8% | +54.4% | +28.9% |
| 3Y | -13.7% | +59.0% | -72.7% | -35.8% |
| 5Y | -47.0% | +21.6% | -68.6% | -57.5% |
| 10Y | +116.3% | +139.2% | -22.9% | +34.6% |
| All | -81.1% | +793.8% | -874.9% | -91.5% |
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