+11.8%
CRM vs GWRE
+50.1%
-38.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -13.2% | +8.8% | +1.8% |
| 30D | +28.1% | -18.6% | +46.7% | +38.8% |
| 3M | +48.8% | +18.9% | +29.9% | +35.5% |
| 6M | +28.3% | -11.0% | +39.2% | +31.1% |
| YTD | -6.0% | -29.9% | +23.9% | +4.3% |
| 1Y | +1.4% | -44.3% | +45.8% | +22.2% |
| 3Y | +11.8% | +51.7% | -39.8% | -15.5% |
| All | +11.8% | +50.1% | -38.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling