+218.9%
CTVA vs GWRE
+33.2%
+185.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -4.7% | -30.9% | +26.3% | +1.4% |
| 30D | +11.1% | -20.7% | +31.8% | +14.9% |
| 3M | +13.7% | +20.2% | -6.4% | +8.1% |
| 6M | +11.2% | -11.9% | +23.1% | +10.9% |
| YTD | +26.9% | -30.3% | +57.2% | +32.6% |
| 1Y | +18.8% | -44.6% | +63.5% | +30.9% |
| 3Y | +75.9% | +48.8% | +27.1% | +44.9% |
| 5Y | +105.2% | +14.8% | +90.5% | +83.9% |
| All | +218.9% | +33.2% | +185.8% | +154.3% |
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 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