+69.6%
CNP vs GWRE
+15.1%
+54.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.4% | -13.2% | +11.8% | -0.9% |
| 30D | -2.9% | -18.6% | +15.7% | -2.3% |
| 3M | -7.5% | +18.9% | -26.4% | -8.5% |
| 6M | -7.9% | -11.0% | +3.1% | -7.9% |
| YTD | +3.7% | -29.9% | +33.6% | +5.3% |
| 1Y | +4.6% | -44.3% | +48.9% | +8.0% |
| 3Y | +49.1% | +51.7% | -2.5% | +39.0% |
| All | +69.6% | +15.1% | +54.6% | +55.3% |
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