+35.4%
CVS vs GWRE
-25.4%
+60.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -19.9% | +19.5% | -1.5% |
| 7D | +4.0% | -21.1% | +25.1% | +2.8% |
| 30D | -2.4% | +1.3% | -3.7% | -2.0% |
| 3M | +2.7% | +7.4% | -4.8% | +3.4% |
| 6M | +21.9% | +5.6% | +16.3% | +24.4% |
| YTD | +24.7% | -19.2% | +43.9% | +27.8% |
| 1Y | +35.4% | -25.1% | +60.6% | +39.6% |
| All | +35.4% | -25.4% | +60.8% | +39.6% |
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