-44.3%
GWRE vs CAI
-26.7%
-17.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | -13.2% | -2.9% | -10.3% | -12.7% |
| 30D | -18.6% | +9.3% | -27.9% | -20.1% |
| 3M | +18.9% | +35.2% | -16.3% | +12.0% |
| 6M | -11.0% | +30.7% | -41.7% | -16.5% |
| YTD | -29.9% | -9.8% | -20.1% | -30.0% |
| 1Y | -44.3% | -28.9% | -15.5% | -42.9% |
| All | -44.3% | -26.7% | -17.6% | -42.9% |
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