-2.6%
CMS vs GWRE
-45.0%
+42.4%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.3% | -30.9% | +29.6% | -2.0% |
| 30D | -2.8% | -20.7% | +17.9% | -3.1% |
| 3M | -7.1% | +20.2% | -27.3% | -6.4% |
| 6M | -10.0% | -11.9% | +1.8% | -9.9% |
| YTD | -0.9% | -30.3% | +29.4% | +0.2% |
| All | -2.6% | -45.0% | +42.4% | +0.2% |
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