-29.5%
CIFR vs SWKS
-42.6%
+13.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.2% | +16.7% | +17.1% |
| 7D | -10.2% | -6.2% | -4.1% | -5.5% |
| 30D | -55.0% | -1.5% | -53.6% | -54.4% |
| 3M | -64.1% | +23.0% | -87.0% | -70.1% |
| 6M | -70.1% | +27.6% | -97.7% | -76.6% |
| YTD | -55.7% | +32.3% | -88.0% | -67.2% |
| 1Y | -69.9% | +20.1% | -90.0% | -75.9% |
| 3Y | +68.7% | +0.6% | +68.0% | +46.6% |
| All | -29.5% | -42.6% | +13.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling