+1,338.0%
CLS vs GWRE
+50.1%
+1,287.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.4% |
| 7D | +10.9% | -13.2% | +24.2% | +14.5% |
| 30D | +2.1% | -18.6% | +20.7% | +5.9% |
| 3M | -10.2% | +18.9% | -29.1% | -18.1% |
| 6M | +30.4% | -11.0% | +41.3% | +30.3% |
| YTD | +17.2% | -29.9% | +47.1% | +31.2% |
| 1Y | +41.0% | -44.3% | +85.4% | +76.4% |
| 3Y | +1,338.0% | +51.7% | +1,286.3% | +845.5% |
| All | +1,338.0% | +50.1% | +1,287.9% | +845.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling