-10.0%
CRM vs GWRE
-24.5%
+14.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | -0.8% |
| 7D | -6.2% | +2.2% | -8.4% | -7.3% |
| 30D | -1.2% | +4.5% | -5.7% | -3.9% |
| 3M | +19.1% | +6.4% | +12.7% | +11.6% |
| 6M | +23.0% | +18.8% | +4.1% | +7.2% |
| YTD | -13.7% | -15.1% | +1.4% | -11.6% |
| 1Y | -10.0% | -23.4% | +13.4% | -0.4% |
| All | -10.0% | -24.5% | +14.5% | -0.4% |
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