-71.1%
CIFR vs GWRE
-24.5%
-46.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.9% | -25.9% | -17.8% |
| 7D | -26.7% | +2.2% | -28.9% | -25.6% |
| 30D | -58.0% | +4.5% | -62.5% | -56.9% |
| 3M | -68.1% | +6.4% | -74.5% | -66.1% |
| 6M | -63.7% | +18.8% | -82.5% | -58.6% |
| YTD | -56.0% | -15.1% | -40.8% | -52.4% |
| 1Y | -71.1% | -23.4% | -47.7% | -68.8% |
| All | -71.1% | -24.5% | -46.6% | -68.8% |
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 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