+87.0%
CIFR vs VIAV
+216.1%
-129.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.2% | -6.8% | -3.2% |
| 7D | +26.7% | +11.3% | +15.4% | +17.1% |
| 30D | +7.7% | -1.0% | +8.7% | +7.8% |
| 3M | -23.8% | -20.5% | -3.3% | -12.8% |
| 6M | +35.9% | +39.0% | -3.1% | +4.1% |
| YTD | +25.4% | +117.5% | -92.0% | -34.1% |
| 1Y | +139.8% | +233.8% | -94.0% | -12.4% |
| 3Y | +515.0% | +295.4% | +219.5% | +101.4% |
| 5Y | +52.1% | +134.3% | -82.2% | -35.5% |
| All | +87.0% | +216.1% | -129.1% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling