+730.9%
CRL vs GWRE
+749.2%
-18.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | +0.7% |
| 7D | -4.6% | -26.2% | +21.6% | +4.0% |
| 30D | +0.5% | -17.8% | +18.2% | +5.4% |
| 3M | +46.6% | +14.2% | +32.4% | +36.3% |
| 6M | +57.3% | -12.9% | +70.2% | +57.4% |
| YTD | +39.5% | -29.2% | +68.8% | +48.7% |
| 1Y | +76.9% | -44.4% | +121.3% | +104.3% |
| 3Y | +39.4% | +51.1% | -11.7% | +8.1% |
| 5Y | -37.2% | +16.5% | -53.7% | -48.2% |
| 10Y | +253.4% | +131.6% | +121.8% | +136.2% |
| All | +730.9% | +749.2% | -18.3% | +436.9% |
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 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