+83.5%
CRL vs GWRE
-24.5%
+108.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.9% | -13.2% | -8.1% |
| 7D | -12.8% | +2.2% | -15.0% | -13.1% |
| 30D | +5.0% | +4.5% | +0.5% | +4.0% |
| 3M | +39.4% | +6.4% | +32.9% | +36.0% |
| 6M | +89.4% | +18.8% | +70.5% | +78.3% |
| YTD | +63.6% | -15.1% | +78.7% | +61.8% |
| 1Y | +83.5% | -23.4% | +106.9% | +89.1% |
| All | +83.5% | -24.5% | +108.0% | +89.1% |
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