+68.7%
CIFR vs SWK
+46.0%
+22.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.1% |
| 7D | -10.2% | +11.0% | -21.3% | -17.3% |
| 30D | -55.0% | +30.1% | -85.1% | -62.8% |
| 3M | -64.1% | +14.7% | -78.7% | -67.8% |
| 6M | -70.1% | +44.5% | -114.6% | -77.4% |
| YTD | -55.7% | +59.4% | -115.0% | -68.8% |
| 1Y | -69.9% | +77.5% | -147.4% | -80.3% |
| 3Y | +68.7% | +49.5% | +19.2% | +8.4% |
| All | +68.7% | +46.0% | +22.7% | +8.4% |
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