+20.8%
CIFR vs VGT
+131.4%
-110.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.6% | -3.8% |
| 7D | -8.2% | -1.0% | -7.2% | -6.4% |
| 30D | -7.4% | -0.4% | -6.9% | -5.7% |
| 3M | -24.2% | +6.6% | -30.8% | -30.8% |
| 6M | +14.2% | +31.0% | -16.9% | -26.1% |
| YTD | +8.0% | +27.2% | -19.3% | -24.9% |
| 1Y | +55.5% | +34.5% | +21.1% | +1.6% |
| 3Y | +429.6% | +123.1% | +306.4% | +80.6% |
| 5Y | +20.8% | +135.1% | -114.3% | -63.0% |
| All | +20.8% | +131.4% | -110.7% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling