+70.7%
CIFR vs VFC
-78.6%
+149.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -7.7% |
| 7D | +11.3% | -2.3% | +13.7% | +12.6% |
| 30D | +3.5% | -13.4% | +16.8% | +10.2% |
| 3M | -26.6% | -23.7% | -2.9% | -17.6% |
| 6M | +18.1% | -24.5% | +42.6% | +33.2% |
| YTD | +14.5% | -27.8% | +42.3% | +31.4% |
| 1Y | +83.3% | -13.5% | +96.8% | +89.9% |
| 3Y | +461.5% | -27.1% | +488.6% | +457.2% |
| 5Y | +29.3% | -79.0% | +108.3% | +105.5% |
| All | +70.7% | -78.6% | +149.3% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling