+238.9%
CRM vs GWRE
+131.0%
+107.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -4.4% | -13.2% | +8.8% | +3.0% |
| 30D | +28.1% | -18.6% | +46.7% | +40.9% |
| 3M | +48.8% | +18.9% | +29.9% | +32.3% |
| 6M | +28.3% | -11.0% | +39.2% | +31.7% |
| YTD | -6.0% | -29.9% | +23.9% | +9.0% |
| 1Y | +1.4% | -44.3% | +45.8% | +32.9% |
| 3Y | +11.8% | +51.7% | -39.8% | -23.5% |
| 5Y | -2.0% | +15.4% | -17.5% | -23.6% |
| All | +238.9% | +131.0% | +107.9% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling