+23.2%
CVE vs GWRE
+869.7%
-846.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.6% | +2.8% |
| 7D | +2.5% | -21.1% | +23.6% | +7.1% |
| 30D | +16.7% | +1.3% | +15.4% | +15.5% |
| 3M | +9.3% | +7.4% | +1.8% | +5.6% |
| 6M | +43.6% | +5.6% | +38.0% | +37.4% |
| YTD | +93.6% | -19.2% | +112.8% | +95.9% |
| 1Y | +98.8% | -25.1% | +123.9% | +102.7% |
| 3Y | +73.6% | +87.7% | -14.1% | +35.3% |
| 5Y | +312.5% | +32.0% | +280.4% | +244.8% |
| 10Y | +161.0% | +157.8% | +3.3% | +84.9% |
| All | +23.2% | +869.7% | -846.5% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling