+23.6%
CMS vs GWRE
+15.9%
+7.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.8% |
| 7D | +0.2% | -26.2% | +26.4% | +0.5% |
| 30D | -1.3% | -17.8% | +16.5% | -1.1% |
| 3M | -5.4% | +14.2% | -19.6% | -5.7% |
| 6M | -10.3% | -12.9% | +2.6% | -10.3% |
| YTD | -0.2% | -29.2% | +29.0% | +0.5% |
| 1Y | -0.9% | -44.4% | +43.6% | +0.5% |
| 3Y | +34.0% | +51.1% | -17.1% | +28.6% |
| 5Y | +23.6% | +16.5% | +7.0% | +10.8% |
| All | +23.6% | +15.9% | +7.6% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling