-35.5%
CRL vs GWRE
+15.1%
-50.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -3.5% | -13.2% | +9.7% | +0.6% |
| 30D | -2.1% | -18.6% | +16.4% | +2.6% |
| 3M | +48.0% | +18.9% | +29.1% | +35.5% |
| 6M | +64.7% | -11.0% | +75.7% | +63.5% |
| YTD | +39.5% | -29.9% | +69.4% | +49.7% |
| 1Y | +74.2% | -44.3% | +118.5% | +103.1% |
| 3Y | +39.4% | +51.7% | -12.3% | -0.7% |
| All | -35.5% | +15.1% | -50.5% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling