+10.7%
CIFR vs VG
-49.4%
+60.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.4% |
| 7D | -19.6% | -7.7% | -11.9% | -18.0% |
| 30D | -51.7% | -8.8% | -42.9% | -50.8% |
| 3M | -60.0% | -15.6% | -44.4% | -58.9% |
| 6M | -68.2% | +5.2% | -73.4% | -69.6% |
| YTD | -55.8% | +76.9% | -132.7% | -68.3% |
| 1Y | -66.8% | +42.5% | -109.3% | -74.2% |
| All | +10.7% | -49.4% | +60.1% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling