-26.2%
CLX vs GWRE
-44.7%
+18.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -5.7% | -13.2% | +7.5% | -5.6% |
| 30D | -17.0% | -18.6% | +1.6% | -16.7% |
| 3M | -9.7% | +18.9% | -28.6% | -8.2% |
| 6M | -19.8% | -11.0% | -8.9% | -19.7% |
| YTD | -9.8% | -29.9% | +20.0% | -7.4% |
| 1Y | -26.2% | -44.3% | +18.2% | -23.9% |
| All | -26.2% | -44.7% | +18.5% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling