0.0%
CNC vs GWRE
+50.1%
-50.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.9% | -13.2% | +12.3% | -0.2% |
| 30D | -1.0% | -18.6% | +17.6% | -0.1% |
| 3M | +4.5% | +18.9% | -14.4% | +3.3% |
| 6M | +85.2% | -11.0% | +96.2% | +85.7% |
| YTD | +61.4% | -29.9% | +91.3% | +63.2% |
| 1Y | +94.9% | -44.3% | +139.2% | +99.2% |
| 3Y | 0.0% | +51.7% | -51.7% | -4.1% |
| All | 0.0% | +50.1% | -50.1% | -4.1% |
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