+444.5%
CORZ vs GWRE
+30.4%
+414.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.8% | +12.5% | +5.6% |
| 7D | +16.6% | -25.6% | +42.1% | +20.2% |
| 30D | -10.9% | -12.2% | +1.4% | -10.3% |
| 3M | -31.0% | +17.7% | -48.7% | -35.7% |
| 6M | +26.0% | -11.3% | +37.4% | +26.9% |
| YTD | +28.6% | -25.5% | +54.2% | +38.0% |
| 1Y | +34.5% | -42.8% | +77.3% | +63.0% |
| All | +444.5% | +30.4% | +414.1% | +340.0% |
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