+22.1%
CTVA vs GWRE
-25.4%
+47.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.9% | +19.1% | -0.7% |
| 7D | +4.9% | -21.1% | +26.0% | +5.2% |
| 30D | +11.9% | +1.3% | +10.6% | +11.9% |
| 3M | +13.7% | +7.4% | +6.2% | +13.3% |
| 6M | +13.1% | +5.6% | +7.5% | +13.6% |
| YTD | +32.0% | -19.2% | +51.2% | +31.2% |
| 1Y | +22.1% | -25.1% | +47.2% | +21.3% |
| All | +22.1% | -25.4% | +47.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling