+322.0%
CMG vs GWRE
+131.0%
+191.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -13.2% | +11.2% | +1.7% |
| 30D | +10.9% | -18.6% | +29.5% | +15.9% |
| 3M | +15.8% | +18.9% | -3.1% | +6.9% |
| 6M | +6.9% | -11.0% | +17.9% | +5.4% |
| YTD | -2.2% | -29.9% | +27.7% | +3.3% |
| 1Y | -7.1% | -44.3% | +37.3% | +6.0% |
| 3Y | -7.1% | +51.7% | -58.8% | -29.8% |
| 5Y | -4.8% | +15.4% | -20.2% | -23.3% |
| All | +322.0% | +131.0% | +191.0% | +205.5% |
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 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