+55.6%
CSGP vs GWRE
+170.6%
-115.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.0% |
| 7D | -6.1% | -4.4% | -1.7% | -4.5% |
| 30D | +0.3% | -3.5% | +3.8% | +1.8% |
| 3M | -1.3% | -7.6% | +6.2% | 0.0% |
| 6M | -8.9% | +21.8% | -30.7% | -18.4% |
| YTD | -55.2% | -20.4% | -34.8% | -53.5% |
| 1Y | -56.4% | -27.6% | -28.8% | -53.1% |
| 3Y | -62.2% | +75.7% | -137.9% | -73.7% |
| 5Y | -63.7% | +27.8% | -91.5% | -71.7% |
| All | +55.6% | +170.6% | -115.0% | -14.1% |
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