+173.5%
CVE vs GWRE
+130.1%
+43.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +1.9% |
| 7D | +2.0% | -26.2% | +28.2% | +8.0% |
| 30D | +13.2% | -17.8% | +30.9% | +16.8% |
| 3M | +21.7% | +14.2% | +7.4% | +15.2% |
| 6M | +48.4% | -12.9% | +61.3% | +47.9% |
| YTD | +100.1% | -29.2% | +129.3% | +108.9% |
| 1Y | +107.8% | -44.4% | +152.3% | +131.1% |
| 3Y | +76.9% | +51.1% | +25.8% | +38.9% |
| 5Y | +346.2% | +16.5% | +329.7% | +276.4% |
| 10Y | +173.5% | +131.6% | +41.9% | +92.7% |
| All | +173.5% | +130.1% | +43.4% | +92.7% |
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