-43.9%
CIFR vs SWK
-19.9%
-24.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.6% | -12.0% | -13.0% |
| 7D | -31.5% | +11.3% | -42.7% | -37.9% |
| 30D | -64.2% | +28.1% | -92.3% | -70.8% |
| 3M | -70.3% | +12.6% | -82.9% | -73.6% |
| 6M | -74.9% | +51.7% | -126.6% | -82.2% |
| YTD | -62.4% | +60.0% | -122.4% | -74.5% |
| 1Y | -77.5% | +72.7% | -150.2% | -85.6% |
| 3Y | +35.4% | +46.3% | -10.9% | -7.2% |
| 5Y | -37.4% | -24.6% | -12.8% | -44.0% |
| All | -43.9% | -19.9% | -24.0% | -50.6% |
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