+79.2%
CIFR vs SWKS
-43.5%
+122.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | -0.2% |
| 7D | +16.9% | +12.5% | +4.4% | +8.2% |
| 30D | -5.2% | +10.5% | -15.7% | -11.6% |
| 3M | -30.6% | -7.4% | -23.2% | -27.6% |
| 6M | +10.6% | +32.7% | -22.1% | -11.3% |
| YTD | +20.2% | +19.2% | +1.0% | +1.6% |
| 1Y | +139.7% | +2.4% | +137.3% | +124.7% |
| 3Y | +489.4% | -25.6% | +515.0% | +563.1% |
| 5Y | +54.4% | -53.4% | +107.8% | +95.2% |
| All | +79.2% | -43.5% | +122.7% | +121.2% |
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