+83.3%
CIFR vs VFC
-15.2%
+98.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -7.7% |
| 7D | +11.3% | -2.3% | +13.7% | +12.5% |
| 30D | +3.5% | -13.4% | +16.8% | +9.9% |
| 3M | -26.6% | -23.7% | -2.9% | -17.4% |
| 6M | +18.1% | -24.5% | +42.6% | +33.5% |
| YTD | +14.5% | -27.8% | +42.3% | +32.1% |
| 1Y | +83.3% | -13.5% | +96.8% | +90.8% |
| All | +83.3% | -15.2% | +98.5% | +90.8% |
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