-64.8%
CSGP vs GWRE
+32.8%
-97.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -19.9% | +17.5% | +4.2% |
| 7D | -4.1% | -21.1% | +17.0% | +2.9% |
| 30D | +2.3% | +1.3% | +1.0% | +0.7% |
| 3M | -8.2% | +7.4% | -15.6% | -12.4% |
| 6M | -35.1% | +5.6% | -40.7% | -38.4% |
| YTD | -54.0% | -19.2% | -34.8% | -52.7% |
| 1Y | -65.3% | -25.1% | -40.2% | -63.6% |
| 3Y | -62.6% | +87.7% | -150.3% | -74.5% |
| All | -64.8% | +32.8% | -97.6% | -71.7% |
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