-25.3%
CIFR vs SWKS
-41.6%
+16.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -19.6% | -3.1% | -16.4% | -17.2% |
| 30D | -51.7% | +8.3% | -60.0% | -54.0% |
| 3M | -60.0% | +20.2% | -80.2% | -66.1% |
| 6M | -68.2% | +24.9% | -93.2% | -74.7% |
| YTD | -55.8% | +33.2% | -88.9% | -67.4% |
| 1Y | -66.8% | +23.6% | -90.3% | -74.0% |
| 3Y | +119.1% | +1.3% | +117.9% | +89.8% |
| 5Y | -25.3% | -40.6% | +15.3% | -10.3% |
| All | -25.3% | -41.6% | +16.3% | -10.3% |
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