+61.0%
CIFR vs VEEV
-13.6%
+74.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.7% | -5.7% |
| 7D | -8.2% | -8.2% | 0.0% | -4.7% |
| 30D | -7.4% | +10.3% | -17.7% | -12.2% |
| 3M | -24.2% | +59.4% | -83.5% | -42.6% |
| 6M | +14.2% | +37.6% | -23.4% | -8.5% |
| YTD | +8.0% | +16.9% | -8.9% | -5.8% |
| 1Y | +55.5% | -5.0% | +60.5% | +53.3% |
| 3Y | +429.6% | +18.5% | +411.1% | +338.6% |
| 5Y | +20.8% | -13.8% | +34.6% | -0.7% |
| All | +61.0% | -13.6% | +74.6% | +29.3% |
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