+753.2%
CRM vs GWRE
+741.3%
+11.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -13.2% | +8.8% | +2.3% |
| 30D | +28.1% | -18.6% | +46.7% | +39.8% |
| 3M | +48.8% | +18.9% | +29.9% | +34.3% |
| 6M | +28.3% | -11.0% | +39.2% | +31.8% |
| YTD | -6.0% | -29.9% | +23.9% | +7.7% |
| 1Y | +1.4% | -44.3% | +45.8% | +29.5% |
| 3Y | +11.8% | +51.7% | -39.8% | -17.4% |
| 5Y | -2.0% | +15.4% | -17.5% | -19.4% |
| 10Y | +239.6% | +129.4% | +110.2% | +102.6% |
| All | +753.2% | +741.3% | +11.9% | +283.3% |
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 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