-34.0%
CIFR vs SWK
-19.1%
-15.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.2% |
| 7D | -19.6% | +11.3% | -30.9% | -26.8% |
| 30D | -51.7% | +31.5% | -83.2% | -61.3% |
| 3M | -60.0% | +14.4% | -74.4% | -64.7% |
| 6M | -68.2% | +46.4% | -114.7% | -76.9% |
| YTD | -55.8% | +61.6% | -117.3% | -70.2% |
| 1Y | -66.8% | +78.7% | -145.5% | -79.2% |
| 3Y | +119.1% | +54.4% | +64.7% | +44.3% |
| 5Y | -25.3% | -25.3% | 0.0% | -33.1% |
| All | -34.0% | -19.1% | -15.0% | -42.2% |
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