-30.7%
CIFR vs LVS
-3.6%
-27.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -5.2% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | -31.0% | +10.0% | -41.0% | -34.8% |
| 3M | -58.7% | -11.0% | -47.7% | -57.2% |
| 6M | -67.7% | -20.1% | -47.6% | -64.9% |
| YTD | -53.5% | -36.3% | -17.2% | -44.1% |
| 1Y | -54.1% | -36.8% | -17.2% | -44.6% |
| 3Y | +138.2% | -9.5% | +147.7% | +132.4% |
| 5Y | -18.5% | +9.3% | -27.8% | -29.1% |
| All | -30.7% | -3.6% | -27.1% | -38.9% |
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