+73.9%
CTVA vs GWRE
+50.1%
+23.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -4.5% | -13.2% | +8.7% | -3.3% |
| 30D | +11.3% | -18.6% | +29.9% | +12.8% |
| 3M | +12.3% | +18.9% | -6.6% | +9.7% |
| 6M | +7.2% | -11.0% | +18.1% | +7.4% |
| YTD | +26.0% | -29.9% | +55.9% | +30.4% |
| 1Y | +16.0% | -44.3% | +60.4% | +24.6% |
| 3Y | +73.9% | +51.7% | +22.2% | +50.8% |
| All | +73.9% | +50.1% | +23.8% | +50.8% |
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 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