+10.9%
CIFR vs VG
-51.4%
+62.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.1% | +17.8% | +17.9% |
| 7D | -10.2% | -22.0% | +11.8% | -5.6% |
| 30D | -55.0% | -11.6% | -43.4% | -53.9% |
| 3M | -64.1% | -14.9% | -49.2% | -63.2% |
| 6M | -70.1% | -3.5% | -66.6% | -70.9% |
| YTD | -55.7% | +70.0% | -125.6% | -67.9% |
| 1Y | -69.9% | +50.0% | -119.8% | -77.3% |
| All | +10.9% | -51.4% | +62.3% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling