+3,154.0%
CLS vs GWRE
+131.0%
+3,023.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.4% |
| 7D | +10.9% | -13.2% | +24.2% | +16.0% |
| 30D | +2.1% | -18.6% | +20.7% | +7.5% |
| 3M | -10.2% | +18.9% | -29.1% | -19.8% |
| 6M | +30.4% | -11.0% | +41.3% | +27.7% |
| YTD | +17.2% | -29.9% | +47.1% | +25.7% |
| 1Y | +41.0% | -44.3% | +85.4% | +66.8% |
| 3Y | +1,338.0% | +51.7% | +1,286.3% | +974.8% |
| 5Y | +3,860.6% | +15.4% | +3,845.1% | +3,083.2% |
| All | +3,154.0% | +131.0% | +3,023.0% | +1,962.0% |
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