-30.7%
CIFR vs VEEV
-0.2%
-30.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +4.8% | -0.7% | +5.5% | +5.1% |
| 30D | -31.0% | +1.4% | -32.4% | -31.8% |
| 3M | -58.7% | +19.4% | -78.1% | -62.5% |
| 6M | -67.7% | +93.6% | -161.3% | -78.3% |
| YTD | -53.5% | +35.1% | -88.6% | -62.4% |
| 1Y | -54.1% | +3.4% | -57.4% | -56.2% |
| 3Y | +138.2% | +81.4% | +56.8% | +54.3% |
| 5Y | -18.5% | -5.1% | -13.4% | -37.7% |
| All | -30.7% | -0.2% | -30.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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