+61.0%
CIFR vs LVS
+0.8%
+60.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -4.9% |
| 7D | -8.2% | -4.3% | -3.9% | -6.3% |
| 30D | -7.4% | -6.8% | -0.6% | -4.7% |
| 3M | -24.2% | -15.6% | -8.5% | -18.3% |
| 6M | +14.2% | -20.6% | +34.8% | +26.5% |
| YTD | +8.0% | -33.4% | +41.4% | +29.0% |
| 1Y | +55.5% | -20.1% | +75.7% | +69.4% |
| 3Y | +429.6% | -7.4% | +437.0% | +419.8% |
| 5Y | +20.8% | +8.5% | +12.3% | +5.7% |
| All | +61.0% | +0.8% | +60.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling