+77.7%
CRL vs GWRE
-25.4%
+103.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.3% | +1.7% |
| 7D | -1.0% | -21.1% | +20.1% | +2.5% |
| 30D | +10.7% | +1.3% | +9.4% | +9.3% |
| 3M | +55.3% | +7.4% | +47.8% | +50.7% |
| 6M | +60.7% | +5.6% | +55.0% | +55.5% |
| YTD | +44.6% | -19.2% | +63.8% | +44.0% |
| 1Y | +77.7% | -25.1% | +102.9% | +80.9% |
| All | +77.7% | -25.4% | +103.1% | +80.9% |
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