-71.1%
CIFR vs VICR
+76.0%
-147.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -11.1% | -8.8% | -13.8% |
| 7D | -26.7% | -26.6% | -0.1% | -12.2% |
| 30D | -58.0% | -47.9% | -10.1% | -40.3% |
| 3M | -68.1% | -29.8% | -38.3% | -62.4% |
| 6M | -63.7% | -36.6% | -27.0% | -57.8% |
| YTD | -56.0% | +45.1% | -101.1% | -75.9% |
| 1Y | -71.1% | +80.0% | -151.1% | -88.0% |
| All | -71.1% | +76.0% | -147.1% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling