+107.8%
CVE vs GWRE
-45.7%
+153.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +0.8% |
| 7D | +2.0% | -26.2% | +28.2% | +2.3% |
| 30D | +13.2% | -17.8% | +30.9% | +13.5% |
| 3M | +21.7% | +14.2% | +7.4% | +21.4% |
| 6M | +48.4% | -12.9% | +61.3% | +48.8% |
| YTD | +100.1% | -29.2% | +129.3% | +92.8% |
| 1Y | +107.8% | -44.4% | +152.3% | +90.3% |
| All | +107.8% | -45.7% | +153.6% | +90.3% |
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 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