+1,323.2%
CRS vs GWRE
+131.0%
+1,192.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -6.8% | -13.2% | +6.5% | -2.8% |
| 30D | -16.1% | -18.6% | +2.5% | -12.2% |
| 3M | -21.2% | +18.9% | -40.1% | -28.3% |
| 6M | +8.7% | -11.0% | +19.6% | +6.2% |
| YTD | +41.0% | -29.9% | +70.9% | +49.4% |
| 1Y | +82.7% | -44.3% | +127.0% | +112.2% |
| 3Y | +604.8% | +51.7% | +553.1% | +413.4% |
| 5Y | +1,384.7% | +15.4% | +1,369.2% | +1,084.6% |
| All | +1,323.2% | +131.0% | +1,192.2% | +663.1% |
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