+70.6%
CSX vs GWRE
+66.3%
+4.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.5% |
| 7D | +0.6% | -25.6% | +26.2% | +1.6% |
| 30D | -2.3% | -12.2% | +9.9% | -2.0% |
| 3M | +4.3% | +17.7% | -13.4% | +3.0% |
| 6M | +23.4% | -11.3% | +34.7% | +24.2% |
| YTD | +36.4% | -25.5% | +61.9% | +40.0% |
| 1Y | +53.0% | -42.8% | +95.9% | +62.2% |
| 3Y | +70.6% | +59.0% | +11.6% | +54.6% |
| All | +70.6% | +66.3% | +4.3% | +54.6% |
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 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