+40.0%
CVS vs GWRE
+131.0%
-90.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -2.2% | -13.2% | +11.1% | -0.8% |
| 30D | -0.1% | -18.6% | +18.5% | +1.5% |
| 3M | -5.2% | +18.9% | -24.1% | -7.7% |
| 6M | +26.9% | -11.0% | +37.8% | +26.5% |
| YTD | +22.1% | -29.9% | +52.0% | +25.4% |
| 1Y | +30.8% | -44.3% | +75.1% | +38.7% |
| 3Y | +54.4% | +51.7% | +2.7% | +38.0% |
| 5Y | +33.4% | +15.4% | +17.9% | +23.9% |
| All | +40.0% | +131.0% | -90.9% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling