-60.3%
CSGP vs GWRE
+74.9%
-135.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.1% | -3.7% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +10.7% | -1.6% | +12.3% | +11.4% |
| 3M | +3.3% | +0.9% | +2.4% | +2.0% |
| 6M | -10.3% | +23.1% | -33.5% | -17.1% |
| YTD | -54.6% | -19.7% | -34.9% | -54.5% |
| 1Y | -54.6% | -25.0% | -29.6% | -54.0% |
| 3Y | -60.3% | +78.7% | -139.1% | -67.3% |
| All | -60.3% | +74.9% | -135.3% | -67.3% |
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 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