+79.2%
CIFR vs SWK
-32.9%
+112.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | +16.9% | -0.4% | +17.4% | +17.3% |
| 30D | -5.2% | -5.7% | +0.5% | -1.4% |
| 3M | -30.6% | +24.1% | -54.6% | -41.6% |
| 6M | +10.6% | +24.7% | -14.1% | -7.1% |
| YTD | +20.2% | +33.9% | -13.8% | -4.8% |
| 1Y | +139.7% | +34.7% | +105.0% | +86.5% |
| 3Y | +489.4% | +15.3% | +474.1% | +392.0% |
| 5Y | +54.4% | -39.3% | +93.7% | +61.3% |
| All | +79.2% | -32.9% | +112.1% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling