+61.0%
CIFR vs VIAV
+205.1%
-144.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.1% | -2.6% |
| 7D | -8.2% | +11.2% | -19.4% | -14.9% |
| 30D | -7.4% | -2.6% | -4.8% | -6.4% |
| 3M | -24.2% | -20.1% | -4.0% | -13.5% |
| 6M | +14.2% | +25.8% | -11.7% | -6.5% |
| YTD | +8.0% | +109.9% | -101.9% | -41.9% |
| 1Y | +55.5% | +214.3% | -158.8% | -40.7% |
| 3Y | +429.6% | +281.6% | +147.9% | +77.6% |
| 5Y | +20.8% | +132.6% | -111.8% | -47.6% |
| All | +61.0% | +205.1% | -144.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling