+30.2%
CPAY vs GWRE
-44.7%
+74.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.0% | -13.2% | +11.3% | +0.2% |
| 30D | -0.4% | -18.6% | +18.2% | +1.9% |
| 3M | +16.4% | +18.9% | -2.5% | +11.6% |
| 6M | +23.5% | -11.0% | +34.5% | +22.5% |
| YTD | +35.7% | -29.9% | +65.5% | +40.2% |
| 1Y | +30.2% | -44.3% | +74.5% | +44.5% |
| All | +30.2% | -44.7% | +74.8% | +44.5% |
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