-71.1%
CIFR vs SWK
+87.6%
-158.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +13.1% | -33.1% | -24.0% |
| 7D | -26.7% | +17.9% | -44.6% | -32.5% |
| 30D | -58.0% | +31.9% | -90.0% | -64.1% |
| 3M | -68.1% | +16.6% | -84.7% | -70.5% |
| 6M | -63.7% | +61.1% | -124.8% | -74.3% |
| YTD | -56.0% | +64.2% | -120.2% | -71.2% |
| 1Y | -71.1% | +85.2% | -156.3% | -83.6% |
| All | -71.1% | +87.6% | -158.8% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling