+149.2%
CPAY vs GWRE
+131.0%
+18.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.0% | -13.2% | +11.3% | +2.7% |
| 30D | -0.4% | -18.6% | +18.2% | +5.1% |
| 3M | +16.4% | +18.9% | -2.5% | +6.3% |
| 6M | +23.5% | -11.0% | +34.5% | +22.6% |
| YTD | +35.7% | -29.9% | +65.5% | +45.8% |
| 1Y | +30.2% | -44.3% | +74.5% | +52.8% |
| 3Y | +49.7% | +51.7% | -2.0% | +9.3% |
| 5Y | +56.6% | +15.4% | +41.1% | +24.3% |
| All | +149.2% | +131.0% | +18.3% | +38.2% |
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