+101.8%
CLX vs GWRE
+749.2%
-647.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -1.9% |
| 7D | -4.9% | -26.2% | +21.3% | -3.4% |
| 30D | -15.8% | -17.8% | +1.9% | -15.0% |
| 3M | -7.9% | +14.2% | -22.2% | -8.8% |
| 6M | -19.0% | -12.9% | -6.1% | -18.9% |
| YTD | -7.9% | -29.2% | +21.3% | -6.7% |
| 1Y | -25.4% | -44.4% | +19.1% | -23.2% |
| 3Y | -35.0% | +51.1% | -86.1% | -38.0% |
| 5Y | -36.8% | +16.5% | -53.3% | -39.4% |
| 10Y | -1.4% | +131.6% | -133.0% | -11.4% |
| All | +101.8% | +749.2% | -647.4% | +79.1% |
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