+70.2%
CIFR vs VEA
+108.2%
-38.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +3.5% |
| 7D | -5.0% | -1.5% | -3.6% | -1.9% |
| 30D | -5.7% | -0.8% | -4.9% | -3.1% |
| 3M | -25.5% | +2.5% | -28.0% | -27.6% |
| 6M | +19.4% | +11.1% | +8.3% | +2.4% |
| YTD | +14.2% | +17.2% | -3.0% | -9.6% |
| 1Y | +69.0% | +24.5% | +44.5% | +21.0% |
| 3Y | +503.9% | +75.4% | +428.5% | +165.8% |
| 5Y | +27.7% | +61.1% | -33.4% | -41.5% |
| All | +70.2% | +108.2% | -38.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VEA 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling