+15.4%
CIFR vs VG
-50.2%
+65.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.6% |
| 7D | -0.7% | -8.3% | +7.6% | +1.4% |
| 30D | -49.6% | -10.3% | -39.3% | -48.5% |
| 3M | -60.4% | -10.8% | -49.6% | -59.8% |
| 6M | -66.9% | +3.5% | -70.3% | -68.2% |
| YTD | -53.9% | +74.0% | -127.8% | -66.8% |
| 1Y | -67.1% | +48.9% | -116.0% | -75.0% |
| All | +15.4% | -50.2% | +65.6% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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