+28.0%
CIFR vs VIAV
+139.2%
-111.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.5% |
| 7D | +11.3% | +13.6% | -2.2% | +1.0% |
| 30D | +3.5% | +5.3% | -1.8% | -1.2% |
| 3M | -26.6% | -15.6% | -11.0% | -19.2% |
| 6M | +18.1% | +34.0% | -15.9% | -9.5% |
| YTD | +14.5% | +119.9% | -105.4% | -43.9% |
| 1Y | +83.3% | +235.2% | -151.9% | -39.5% |
| 3Y | +461.5% | +299.8% | +161.7% | +62.2% |
| All | +28.0% | +139.2% | -111.2% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling