-23.4%
GWRE vs CAI
+12.6%
-36.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.8% |
| 7D | +2.2% | -6.3% | +8.5% | +3.2% |
| 30D | +4.5% | +9.3% | -4.8% | +2.4% |
| 3M | +6.4% | +106.3% | -99.9% | -8.2% |
| 6M | +18.8% | +77.7% | -58.9% | +4.4% |
| YTD | -15.1% | +23.1% | -38.2% | -20.3% |
| 1Y | -23.4% | +6.5% | -30.0% | -26.8% |
| All | -23.4% | +12.6% | -36.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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