+503.9%
CIFR vs GWRE
+50.1%
+453.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | -5.0% | -13.2% | +8.2% | -2.6% |
| 30D | -5.7% | -18.6% | +12.9% | -3.5% |
| 3M | -25.5% | +18.9% | -44.4% | -35.3% |
| 6M | +19.4% | -11.0% | +30.4% | +14.2% |
| YTD | +14.2% | -29.9% | +44.1% | +25.4% |
| 1Y | +69.0% | -44.3% | +113.3% | +120.4% |
| 3Y | +503.9% | +51.7% | +452.3% | +194.2% |
| All | +503.9% | +50.1% | +453.9% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling