+79.2%
CIFR vs VFC
-77.7%
+156.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.0% |
| 7D | +16.9% | -1.6% | +18.6% | +17.8% |
| 30D | -5.2% | -11.6% | +6.4% | -0.1% |
| 3M | -30.6% | -18.1% | -12.5% | -24.7% |
| 6M | +10.6% | -27.4% | +38.0% | +27.2% |
| YTD | +20.2% | -24.8% | +45.0% | +35.3% |
| 1Y | +139.7% | -8.2% | +147.9% | +141.0% |
| 3Y | +489.4% | -29.1% | +518.5% | +494.3% |
| 5Y | +54.4% | -79.2% | +133.6% | +140.8% |
| All | +79.2% | -77.7% | +156.8% | +177.7% |
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 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