+398.4%
CMG vs GWRE
+741.3%
-342.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -13.2% | +11.2% | +1.4% |
| 30D | +10.9% | -18.6% | +29.5% | +15.6% |
| 3M | +15.8% | +18.9% | -3.1% | +8.0% |
| 6M | +6.9% | -11.0% | +17.9% | +5.7% |
| YTD | -2.2% | -29.9% | +27.7% | +2.6% |
| 1Y | -7.1% | -44.3% | +37.3% | +4.0% |
| 3Y | -7.1% | +51.7% | -58.8% | -25.5% |
| 5Y | -4.8% | +15.4% | -20.2% | -19.7% |
| 10Y | +324.3% | +129.4% | +194.9% | +198.4% |
| All | +398.4% | +741.3% | -342.9% | +205.3% |
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