+60.7%
COP vs GWRE
-24.5%
+85.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.9% | -11.1% | -5.2% |
| 7D | -8.1% | +2.2% | -10.3% | -8.1% |
| 30D | +6.7% | +4.5% | +2.1% | +6.7% |
| 3M | +16.9% | +6.4% | +10.5% | +16.8% |
| 6M | +11.2% | +18.8% | -7.7% | +11.1% |
| YTD | +49.5% | -15.1% | +64.6% | +45.9% |
| 1Y | +60.7% | -23.4% | +84.1% | +62.9% |
| All | +60.7% | -24.5% | +85.2% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling