+98.8%
CVE vs GWRE
-25.4%
+124.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.6% | -1.5% |
| 7D | +2.5% | -21.1% | +23.6% | +2.3% |
| 30D | +16.7% | +1.3% | +15.4% | +17.2% |
| 3M | +9.3% | +7.4% | +1.8% | +10.0% |
| 6M | +43.6% | +5.6% | +38.0% | +43.9% |
| YTD | +93.6% | -19.2% | +112.8% | +85.3% |
| 1Y | +98.8% | -25.1% | +123.9% | +90.6% |
| All | +98.8% | -25.4% | +124.2% | +90.6% |
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