+122.5%
CRWV vs GWRE
-26.1%
+148.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.4% | -13.2% | +12.8% | +0.3% |
| 30D | -17.4% | -18.6% | +1.2% | -17.2% |
| 3M | -7.1% | +18.9% | -26.0% | -15.3% |
| 6M | +8.6% | -11.0% | +19.5% | +9.4% |
| YTD | +24.3% | -29.9% | +54.2% | +37.8% |
| 1Y | -21.0% | -44.3% | +23.3% | -1.2% |
| All | +122.5% | -26.1% | +148.6% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling