+8.9%
CRCL vs GWRE
-44.6%
+53.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -11.2% | -13.2% | +2.0% | -7.0% |
| 30D | +27.1% | -18.6% | +45.7% | +34.6% |
| 3M | +9.6% | +18.9% | -9.3% | +0.2% |
| 6M | -19.7% | -11.0% | -8.7% | -17.0% |
| YTD | +14.2% | -29.9% | +44.1% | +18.2% |
| 1Y | -32.2% | -44.3% | +12.1% | -28.0% |
| All | +8.9% | -44.6% | +53.4% | +40.7% |
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