+4,160.5%
CLS vs GWRE
+749.2%
+3,411.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +2.5% |
| 7D | +20.1% | -26.2% | +46.3% | +29.8% |
| 30D | +6.0% | -17.8% | +23.8% | +10.6% |
| 3M | -10.3% | +14.2% | -24.5% | -17.1% |
| 6M | +24.5% | -12.9% | +37.4% | +23.4% |
| YTD | +12.9% | -29.2% | +42.1% | +18.9% |
| 1Y | +36.7% | -44.4% | +81.1% | +56.1% |
| 3Y | +1,328.1% | +51.1% | +1,277.0% | +1,054.2% |
| 5Y | +3,682.3% | +16.5% | +3,665.8% | +3,106.7% |
| 10Y | +3,038.3% | +131.6% | +2,906.7% | +2,115.7% |
| All | +4,160.5% | +749.2% | +3,411.3% | +2,384.5% |
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