+79.2%
CIFR vs SW
+40.2%
+39.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +1.6% |
| 7D | +16.9% | -5.1% | +22.0% | +19.5% |
| 30D | -5.2% | -4.6% | -0.6% | -3.6% |
| 3M | -30.6% | +9.4% | -40.0% | -34.7% |
| 6M | +10.6% | +3.5% | +7.1% | +6.8% |
| YTD | +20.2% | +22.0% | -1.8% | +6.6% |
| 1Y | +139.7% | +2.2% | +137.5% | +128.2% |
| 3Y | +489.4% | +19.6% | +469.8% | +435.8% |
| 5Y | +54.4% | -2.3% | +56.7% | +34.4% |
| All | +79.2% | +40.2% | +39.0% | +56.9% |
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