+69.0%
CIFR vs GWRE
-44.7%
+113.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.9% |
| 7D | -5.0% | -13.2% | +8.2% | -9.2% |
| 30D | -5.7% | -18.6% | +12.9% | -9.9% |
| 3M | -25.5% | +18.9% | -44.4% | -22.4% |
| 6M | +19.4% | -11.0% | +30.4% | +26.8% |
| YTD | +14.2% | -29.9% | +44.1% | +24.7% |
| 1Y | +69.0% | -44.3% | +113.3% | +127.4% |
| All | +69.0% | -44.7% | +113.7% | +127.4% |
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 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