-42.9%
GWRE vs CAI
-9.9%
-33.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | -13.2% | -2.9% | -10.3% | -12.9% |
| 30D | -18.6% | +9.3% | -27.9% | -19.6% |
| 3M | +18.9% | +35.2% | -16.3% | +14.1% |
| 6M | -11.0% | +30.7% | -41.7% | -14.7% |
| YTD | -29.9% | -9.8% | -20.1% | -31.5% |
| 1Y | -44.3% | -28.9% | -15.5% | -46.3% |
| All | -42.9% | -9.9% | -33.0% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling