+1,067.0%
COR vs GWRE
+749.2%
+317.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.2% |
| 7D | -3.9% | -26.2% | +22.3% | -0.6% |
| 30D | -0.3% | -17.8% | +17.4% | +1.6% |
| 3M | +15.9% | +14.2% | +1.6% | +13.1% |
| 6M | -10.3% | -12.9% | +2.6% | -10.1% |
| YTD | -3.7% | -29.2% | +25.5% | -1.3% |
| 1Y | +9.1% | -44.4% | +53.5% | +15.2% |
| 3Y | +86.6% | +51.1% | +35.5% | +66.8% |
| 5Y | +180.9% | +16.5% | +164.4% | +158.6% |
| 10Y | +407.4% | +131.6% | +275.9% | +311.5% |
| All | +1,067.0% | +749.2% | +317.8% | +778.0% |
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