-30.7%
CIFR vs SWK
-21.3%
-9.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | +4.8% | -1.4% | +6.2% | +5.7% |
| 30D | -31.0% | +25.5% | -56.4% | -42.9% |
| 3M | -58.7% | +11.8% | -70.5% | -63.1% |
| 6M | -67.7% | +48.7% | -116.4% | -76.8% |
| YTD | -53.5% | +57.2% | -110.7% | -68.1% |
| 1Y | -54.1% | +75.3% | -129.3% | -71.0% |
| 3Y | +138.2% | +51.9% | +86.3% | +58.0% |
| 5Y | -18.5% | -30.7% | +12.2% | -24.7% |
| All | -30.7% | -21.3% | -9.4% | -38.3% |
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