+70.2%
CIFR vs GWRE
+36.2%
+34.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | -5.0% | -13.2% | +8.2% | +0.6% |
| 30D | -5.7% | -18.6% | +12.9% | -0.4% |
| 3M | -25.5% | +18.9% | -44.4% | -39.9% |
| 6M | +19.4% | -11.0% | +30.4% | +8.1% |
| YTD | +14.2% | -29.9% | +44.1% | +19.4% |
| 1Y | +69.0% | -44.3% | +113.3% | +111.4% |
| 3Y | +503.9% | +51.7% | +452.3% | +211.1% |
| 5Y | +27.7% | +15.4% | +12.2% | -35.9% |
| All | +70.2% | +36.2% | +34.0% | -15.4% |
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