+632.2%
CP vs GWRE
+793.8%
-161.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | +1.0% |
| 7D | +2.4% | -25.6% | +28.0% | +7.6% |
| 30D | -0.5% | -12.2% | +11.7% | +1.1% |
| 3M | +1.4% | +17.7% | -16.3% | -3.1% |
| 6M | +10.3% | -11.3% | +21.7% | +9.9% |
| YTD | +24.3% | -25.5% | +49.8% | +27.6% |
| 1Y | +20.4% | -42.8% | +63.3% | +30.9% |
| 3Y | +21.8% | +59.0% | -37.2% | +1.3% |
| 5Y | +31.5% | +21.6% | +9.9% | +13.7% |
| 10Y | +223.2% | +139.2% | +84.0% | +133.0% |
| All | +632.2% | +793.8% | -161.6% | +344.9% |
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