+57.3%
CRL vs GWRE
-14.5%
+71.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.2% |
| 7D | -4.6% | -26.2% | +21.6% | -1.0% |
| 30D | +0.5% | -17.8% | +18.2% | +2.5% |
| 3M | +46.6% | +14.2% | +32.4% | +40.4% |
| 6M | +57.3% | -12.9% | +70.2% | +72.5% |
| All | +57.3% | -14.5% | +71.8% | +72.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling