+341.6%
CVE vs GWRE
+22.2%
+319.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.8% | +10.4% | +3.3% |
| 7D | +0.2% | -25.6% | +25.7% | +2.9% |
| 30D | +17.5% | -12.2% | +29.7% | +18.6% |
| 3M | +16.2% | +17.7% | -1.5% | +12.9% |
| 6M | +47.8% | -11.3% | +59.1% | +47.9% |
| YTD | +98.5% | -25.5% | +124.0% | +102.7% |
| 1Y | +109.8% | -42.8% | +152.6% | +122.6% |
| 3Y | +75.5% | +59.0% | +16.5% | +54.0% |
| 5Y | +341.6% | +21.6% | +320.0% | +343.4% |
| All | +341.6% | +22.2% | +319.4% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling