-34.0%
CIFR vs VFC
-65.3%
+31.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -19.6% | +3.5% | -23.1% | -21.1% |
| 30D | -51.7% | +38.3% | -90.0% | -59.0% |
| 3M | -60.0% | +40.2% | -100.2% | -66.5% |
| 6M | -68.2% | +10.6% | -78.8% | -70.5% |
| YTD | -55.8% | +16.7% | -72.5% | -60.0% |
| 1Y | -66.8% | +45.0% | -111.8% | -73.1% |
| 3Y | +119.1% | +48.8% | +70.3% | +54.6% |
| 5Y | -25.3% | -67.6% | +42.3% | -7.2% |
| All | -34.0% | -65.3% | +31.3% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling