+60.3%
CPAY vs GWRE
-24.5%
+84.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -3.0% | +2.0% |
| 7D | +5.7% | +2.2% | +3.5% | +5.3% |
| 30D | +4.2% | +4.5% | -0.3% | +3.4% |
| 3M | +5.6% | +6.4% | -0.9% | +3.3% |
| 6M | +34.7% | +18.8% | +15.8% | +28.6% |
| YTD | +39.1% | -15.1% | +54.2% | +39.7% |
| 1Y | +60.3% | -23.4% | +83.7% | +63.7% |
| All | +60.3% | -24.5% | +84.8% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling