+425.9%
CORZ vs GWRE
+23.8%
+402.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.6% | -2.8% |
| 7D | +7.6% | -26.2% | +33.8% | +11.1% |
| 30D | -6.9% | -17.8% | +10.8% | -5.6% |
| 3M | -33.0% | +14.2% | -47.3% | -37.6% |
| 6M | +19.3% | -12.9% | +32.2% | +19.3% |
| YTD | +24.2% | -29.2% | +53.5% | +34.1% |
| 1Y | +24.5% | -44.4% | +68.9% | +50.2% |
| All | +425.9% | +23.8% | +402.0% | +327.5% |
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