+32.6%
CMS vs GWRE
+49.2%
-16.6%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.3% | -30.9% | +29.6% | -1.7% |
| 30D | -2.8% | -20.7% | +17.9% | -3.0% |
| 3M | -7.1% | +20.2% | -27.3% | -6.8% |
| 6M | -10.0% | -11.9% | +1.8% | -10.0% |
| YTD | -0.9% | -30.3% | +29.4% | -0.8% |
| 1Y | -2.0% | -44.6% | +42.6% | -1.8% |
| All | +32.6% | +49.2% | -16.6% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling