+487.4%
CIFR vs SWK
+15.2%
+472.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | +16.9% | -0.4% | +17.4% | +17.3% |
| 30D | -5.2% | -5.7% | +0.5% | -1.7% |
| 3M | -30.6% | +24.1% | -54.6% | -40.9% |
| 6M | +10.6% | +24.7% | -14.1% | -6.1% |
| YTD | +20.2% | +33.9% | -13.8% | -3.2% |
| 1Y | +139.7% | +34.7% | +105.0% | +89.9% |
| All | +487.4% | +15.2% | +472.2% | +348.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling