+683.1%
CTAS vs GWRE
+131.0%
+552.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +0.5% | -13.2% | +13.8% | +4.1% |
| 30D | -0.7% | -18.6% | +17.9% | +3.5% |
| 3M | +11.1% | +18.9% | -7.8% | +3.9% |
| 6M | +2.1% | -11.0% | +13.1% | +1.5% |
| YTD | +8.0% | -29.9% | +37.9% | +14.3% |
| 1Y | -0.5% | -44.3% | +43.9% | +12.8% |
| 3Y | +66.2% | +51.7% | +14.5% | +27.1% |
| 5Y | +109.2% | +15.4% | +93.7% | +72.8% |
| All | +683.1% | +131.0% | +552.2% | +409.0% |
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