-5.9%
CIFR vs VG
-51.4%
+45.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.0% | -10.6% | -13.8% |
| 7D | -31.5% | -22.0% | -9.5% | -28.0% |
| 30D | -64.2% | -14.7% | -49.5% | -63.0% |
| 3M | -70.3% | -7.1% | -63.3% | -70.2% |
| 6M | -74.9% | -11.2% | -63.7% | -75.0% |
| YTD | -62.4% | +69.8% | -132.2% | -72.8% |
| 1Y | -77.5% | +49.9% | -127.4% | -83.1% |
| All | -5.9% | -51.4% | +45.5% | +18.2% |
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