+225.0%
CP vs GWRE
+131.0%
+94.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.6% | -13.2% | +10.6% | -0.1% |
| 30D | -3.7% | -18.6% | +14.8% | -0.8% |
| 3M | +0.1% | +18.9% | -18.8% | -4.6% |
| 6M | +7.8% | -11.0% | +18.8% | +7.2% |
| YTD | +21.7% | -29.9% | +51.6% | +26.9% |
| 1Y | +18.6% | -44.3% | +63.0% | +30.6% |
| 3Y | +17.5% | +51.7% | -34.1% | -4.1% |
| 5Y | +35.4% | +15.4% | +19.9% | +16.5% |
| All | +225.0% | +131.0% | +94.0% | +121.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling