-43.9%
CIFR vs SWKS
-38.0%
-6.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.1% | -12.6% | -13.3% |
| 7D | -31.5% | -9.2% | -22.3% | -26.7% |
| 30D | -64.2% | -1.9% | -62.3% | -63.6% |
| 3M | -70.3% | +21.2% | -91.6% | -74.6% |
| 6M | -74.9% | +12.9% | -87.8% | -78.1% |
| YTD | -62.4% | +30.7% | -93.1% | -70.9% |
| 1Y | -77.5% | +14.1% | -91.7% | -80.8% |
| 3Y | +35.4% | -1.7% | +37.1% | +23.9% |
| 5Y | -37.4% | -43.0% | +5.6% | -28.6% |
| All | -43.9% | -38.0% | -6.0% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling