-43.9%
CIFR vs SW
+36.1%
-80.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.5% | -13.1% | -14.0% |
| 7D | -31.5% | +4.7% | -36.1% | -33.0% |
| 30D | -64.2% | +5.0% | -69.2% | -65.2% |
| 3M | -70.3% | -7.3% | -63.0% | -69.7% |
| 6M | -74.9% | +15.0% | -89.9% | -77.1% |
| YTD | -62.4% | +18.5% | -80.9% | -66.5% |
| 1Y | -77.5% | +27.1% | -104.7% | -80.6% |
| 3Y | +35.4% | +49.3% | -14.0% | +15.2% |
| 5Y | -37.4% | -1.6% | -35.8% | -45.4% |
| All | -43.9% | +36.1% | -80.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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