+409.3%
CSGP vs GWRE
+863.6%
-454.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.1% | -3.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | +10.7% | -1.6% | +12.3% | +11.4% |
| 3M | +3.3% | +0.9% | +2.4% | +1.4% |
| 6M | -10.3% | +23.1% | -33.5% | -19.2% |
| YTD | -54.6% | -19.7% | -34.9% | -53.1% |
| 1Y | -54.6% | -25.0% | -29.6% | -52.0% |
| 3Y | -60.3% | +78.7% | -139.1% | -71.0% |
| 5Y | -63.3% | +28.4% | -91.7% | -70.6% |
| 10Y | +66.5% | +184.0% | -117.5% | -0.9% |
| All | +409.3% | +863.6% | -454.4% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling