-71.1%
CIFR vs VFC
+52.5%
-123.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.4% | -24.4% | -21.6% |
| 7D | -26.7% | +21.5% | -48.2% | -32.7% |
| 30D | -58.0% | +46.7% | -104.7% | -64.9% |
| 3M | -68.1% | +38.4% | -106.5% | -72.7% |
| 6M | -63.7% | +15.2% | -78.9% | -65.9% |
| YTD | -56.0% | +17.8% | -73.8% | -59.9% |
| 1Y | -71.1% | +55.6% | -126.7% | -78.3% |
| All | -71.1% | +52.5% | -123.6% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling