+79.2%
CIFR vs VEEV
-9.0%
+88.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +3.6% |
| 7D | +16.9% | -0.6% | +17.5% | +17.3% |
| 30D | -5.2% | +28.8% | -34.0% | -16.6% |
| 3M | -30.6% | +54.0% | -84.6% | -46.1% |
| 6M | +10.6% | +46.0% | -35.4% | -13.9% |
| YTD | +20.2% | +23.2% | -3.0% | +2.5% |
| 1Y | +139.7% | +1.9% | +137.9% | +127.9% |
| 3Y | +489.4% | +27.0% | +462.3% | +371.6% |
| 5Y | +54.4% | -13.4% | +67.8% | +24.3% |
| All | +79.2% | -9.0% | +88.2% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling