+70.7%
CIFR vs GWRE
+37.5%
+33.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.0% | -3.7% | -6.6% |
| 7D | +11.3% | -26.2% | +37.5% | +24.4% |
| 30D | +3.5% | -17.8% | +21.2% | +8.8% |
| 3M | -26.6% | +14.2% | -40.9% | -39.1% |
| 6M | +18.1% | -12.9% | +31.0% | +8.9% |
| YTD | +14.5% | -29.2% | +43.7% | +19.3% |
| 1Y | +83.3% | -44.4% | +127.7% | +130.1% |
| 3Y | +461.5% | +51.1% | +410.4% | +191.3% |
| 5Y | +29.3% | +16.5% | +12.8% | -35.3% |
| All | +70.7% | +37.5% | +33.2% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling