+34.8%
CP vs GWRE
+14.4%
+20.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -2.7% | -30.9% | +28.2% | +1.2% |
| 30D | -3.4% | -20.7% | +17.3% | -1.2% |
| 3M | -0.6% | +20.2% | -20.8% | -3.7% |
| 6M | +6.3% | -11.9% | +18.2% | +6.3% |
| YTD | +21.2% | -30.3% | +51.5% | +25.6% |
| 1Y | +20.0% | -44.6% | +64.7% | +29.6% |
| 3Y | +18.7% | +48.8% | -30.1% | +2.1% |
| 5Y | +34.8% | +14.8% | +20.0% | +22.7% |
| All | +34.8% | +14.4% | +20.3% | +22.7% |
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