+11.2%
CPB vs GWRE
+749.2%
-738.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.5% | +0.8% |
| 7D | -8.0% | -26.2% | +18.2% | -6.7% |
| 30D | -2.4% | -17.8% | +15.3% | -1.6% |
| 3M | +0.5% | +14.2% | -13.7% | -0.2% |
| 6M | -10.5% | -12.9% | +2.4% | -10.4% |
| YTD | -17.5% | -29.2% | +11.7% | -16.9% |
| 1Y | -31.0% | -44.4% | +13.4% | -29.9% |
| 3Y | -40.6% | +51.1% | -91.7% | -42.4% |
| 5Y | -37.7% | +16.5% | -54.3% | -39.0% |
| 10Y | -43.4% | +131.6% | -175.0% | -48.3% |
| All | +11.2% | +749.2% | -738.0% | +1.7% |
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 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