-28.2%
CIFR vs SWK
-19.6%
-8.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.7% | +9.6% | +9.3% |
| 7D | +9.4% | -2.3% | +11.7% | +11.2% |
| 30D | -45.3% | +30.4% | -75.7% | -56.0% |
| 3M | -58.7% | +12.1% | -70.8% | -63.1% |
| 6M | -64.9% | +49.1% | -114.0% | -74.8% |
| YTD | -51.8% | +60.4% | -112.3% | -67.4% |
| 1Y | -61.9% | +78.3% | -140.2% | -76.1% |
| 3Y | +138.6% | +53.3% | +85.3% | +57.7% |
| 5Y | -13.0% | -27.0% | +14.0% | -21.4% |
| All | -28.2% | -19.6% | -8.5% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling