-23.6%
CIFR vs SW
-0.1%
-23.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.1% | -24.0% | -21.9% |
| 7D | -26.7% | +12.1% | -38.8% | -31.5% |
| 30D | -58.0% | +6.6% | -64.6% | -59.8% |
| 3M | -68.1% | -6.0% | -62.1% | -67.6% |
| 6M | -63.7% | +21.5% | -85.1% | -68.4% |
| YTD | -56.0% | +20.3% | -76.3% | -62.3% |
| 1Y | -71.1% | +28.1% | -99.3% | -76.1% |
| 3Y | +58.5% | +51.6% | +6.9% | +25.2% |
| 5Y | -23.6% | -0.1% | -23.5% | -37.8% |
| All | -23.6% | -0.1% | -23.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling