-31.2%
CIFR vs SWKS
-36.7%
+5.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.3% | +3.6% |
| 7D | -0.7% | -2.7% | +2.0% | +1.7% |
| 30D | -49.6% | +8.5% | -58.1% | -51.8% |
| 3M | -60.4% | +17.3% | -77.7% | -65.2% |
| 6M | -66.9% | +25.1% | -92.0% | -72.9% |
| YTD | -53.9% | +33.3% | -87.2% | -64.7% |
| 1Y | -67.1% | +22.9% | -90.0% | -73.3% |
| 3Y | +118.3% | +5.5% | +112.7% | +90.5% |
| 5Y | -26.9% | -41.9% | +15.0% | -17.4% |
| All | -31.2% | -36.7% | +5.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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