+395.0%
CMS vs GWRE
+793.8%
-398.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.3% | +0.9% |
| 7D | +1.2% | -25.6% | +26.8% | +2.7% |
| 30D | -3.2% | -12.2% | +9.1% | -2.7% |
| 3M | -2.2% | +17.7% | -19.9% | -3.6% |
| 6M | -9.4% | -11.3% | +1.9% | -9.5% |
| YTD | +0.7% | -25.5% | +26.2% | +1.7% |
| 1Y | +0.4% | -42.8% | +43.2% | +3.1% |
| 3Y | +35.2% | +59.0% | -23.8% | +27.0% |
| 5Y | +24.1% | +21.6% | +2.5% | +17.6% |
| 10Y | +115.8% | +139.2% | -23.4% | +93.2% |
| All | +395.0% | +793.8% | -398.8% | +332.7% |
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