-30.7%
CIFR vs VEA
+99.4%
-130.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | +2.3% | +2.5% | +0.3% |
| 30D | -31.0% | +0.2% | -31.2% | -31.2% |
| 3M | -58.7% | -5.3% | -53.4% | -53.1% |
| 6M | -67.7% | -0.9% | -66.8% | -65.7% |
| YTD | -53.5% | +12.2% | -65.7% | -59.6% |
| 1Y | -54.1% | +16.1% | -70.1% | -62.5% |
| 3Y | +138.2% | +73.0% | +65.2% | +10.1% |
| 5Y | -18.5% | +53.7% | -72.2% | -58.9% |
| All | -30.7% | +99.4% | -130.1% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling