+503.2%
CMI vs GWRE
+131.0%
+372.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.7% | -13.2% | +12.5% | +1.0% |
| 30D | -12.4% | -18.6% | +6.2% | -10.8% |
| 3M | -14.8% | +18.9% | -33.7% | -18.7% |
| 6M | +0.8% | -11.0% | +11.7% | -0.3% |
| YTD | +10.2% | -29.9% | +40.1% | +13.8% |
| 1Y | +37.4% | -44.3% | +81.8% | +48.8% |
| 3Y | +153.3% | +51.7% | +101.6% | +111.2% |
| 5Y | +167.6% | +15.4% | +152.2% | +133.0% |
| All | +503.2% | +131.0% | +372.2% | +319.1% |
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 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