+5.5%
CVE vs GWRE
+860.2%
-854.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -10.1% | -1.0% | -9.1% | -10.0% |
| 30D | -12.1% | -3.9% | -8.2% | -11.8% |
| 3M | -1.9% | -5.7% | +3.8% | -2.3% |
| 6M | -1.8% | +16.2% | -18.0% | -8.1% |
| YTD | +65.8% | -20.0% | +85.8% | +66.6% |
| 1Y | +60.8% | -26.2% | +87.1% | +64.7% |
| 3Y | +70.1% | +79.5% | -9.4% | +33.5% |
| 5Y | +134.8% | +25.8% | +108.9% | +97.3% |
| 10Y | +130.1% | +173.0% | -42.9% | +59.8% |
| All | +5.5% | +860.2% | -854.7% | -35.0% |
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