+179.3%
COR vs GWRE
+15.1%
+164.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -2.8% | -13.2% | +10.4% | -2.4% |
| 30D | +2.6% | -18.6% | +21.1% | +3.1% |
| 3M | +14.5% | +18.9% | -4.4% | +14.0% |
| 6M | -7.8% | -11.0% | +3.1% | -8.1% |
| YTD | -4.2% | -29.9% | +25.7% | -4.0% |
| 1Y | +7.0% | -44.3% | +51.4% | +7.6% |
| 3Y | +85.5% | +51.7% | +33.9% | +82.6% |
| All | +179.3% | +15.1% | +164.3% | +188.3% |
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