+216.7%
CTVA vs GWRE
+34.0%
+182.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -4.5% | -13.2% | +8.7% | -2.1% |
| 30D | +11.3% | -18.6% | +29.9% | +14.6% |
| 3M | +12.3% | +18.9% | -6.6% | +7.0% |
| 6M | +7.2% | -11.0% | +18.1% | +6.7% |
| YTD | +26.0% | -29.9% | +55.9% | +31.6% |
| 1Y | +16.0% | -44.3% | +60.4% | +27.7% |
| 3Y | +73.9% | +51.7% | +22.2% | +42.5% |
| 5Y | +103.8% | +15.4% | +88.3% | +82.5% |
| All | +216.7% | +34.0% | +182.7% | +152.2% |
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