+505.7%
CIFR vs VGT
+123.6%
+382.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.4% |
| 7D | +11.3% | +1.5% | +9.9% | +8.3% |
| 30D | +3.5% | +0.5% | +3.0% | +3.3% |
| 3M | -26.6% | +5.3% | -31.9% | -32.7% |
| 6M | +18.1% | +32.4% | -14.3% | -31.8% |
| YTD | +14.5% | +28.6% | -14.1% | -28.4% |
| 1Y | +83.3% | +37.6% | +45.7% | +3.8% |
| All | +505.7% | +123.6% | +382.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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