+2,442.4%
CTAS vs GWRE
+749.2%
+1,693.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.9% |
| 7D | +1.0% | -26.2% | +27.2% | +7.3% |
| 30D | -1.1% | -17.8% | +16.7% | +2.4% |
| 3M | +11.5% | +14.2% | -2.7% | +6.4% |
| 6M | +0.2% | -12.9% | +13.1% | +0.3% |
| YTD | +7.2% | -29.2% | +36.4% | +12.1% |
| 1Y | 0.0% | -44.4% | +44.4% | +10.7% |
| 3Y | +65.9% | +51.1% | +14.8% | +36.9% |
| 5Y | +109.6% | +16.5% | +93.0% | +80.3% |
| 10Y | +683.8% | +131.6% | +552.2% | +476.6% |
| All | +2,442.4% | +749.2% | +1,693.3% | +1,611.8% |
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