+57.5%
CVE vs GWRE
-29.0%
+86.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | -10.0% | -3.5% | -6.5% | -10.0% |
| 30D | -11.9% | -7.1% | -4.8% | -11.8% |
| 3M | -5.9% | -10.1% | +4.1% | -5.7% |
| 6M | -1.6% | +12.3% | -13.9% | -1.5% |
| YTD | +66.3% | -22.7% | +88.9% | +58.6% |
| 1Y | +57.5% | -28.6% | +86.1% | +54.2% |
| All | +57.5% | -29.0% | +86.6% | +54.2% |
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 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