+138.2%
CIFR vs VEA
+74.1%
+64.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | +2.3% | +2.5% | -1.3% |
| 30D | -31.0% | +0.2% | -31.2% | -31.5% |
| 3M | -58.7% | -5.3% | -53.4% | -51.1% |
| 6M | -67.7% | -0.9% | -66.8% | -65.5% |
| YTD | -53.5% | +12.2% | -65.7% | -63.2% |
| 1Y | -54.1% | +16.1% | -70.1% | -66.8% |
| 3Y | +138.2% | +73.0% | +65.2% | -33.6% |
| All | +138.2% | +74.1% | +64.1% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling