+79.2%
CIFR vs LVS
+5.0%
+74.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +16.9% | -1.5% | +18.4% | +17.7% |
| 30D | -5.2% | -3.2% | -2.0% | -4.2% |
| 3M | -30.6% | -12.0% | -18.6% | -26.6% |
| 6M | +10.6% | -19.9% | +30.5% | +22.1% |
| YTD | +20.2% | -30.6% | +50.8% | +40.8% |
| 1Y | +139.7% | -17.7% | +157.5% | +157.5% |
| 3Y | +489.4% | -14.2% | +503.6% | +495.2% |
| 5Y | +54.4% | +9.6% | +44.8% | +32.5% |
| All | +79.2% | +5.0% | +74.2% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling