+70.2%
CIFR vs VICR
+134.7%
-64.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.2% | -5.4% | +0.9% |
| 7D | -5.0% | +5.0% | -10.0% | -6.9% |
| 30D | -5.7% | -12.5% | +6.8% | -0.2% |
| 3M | -25.5% | -33.6% | +8.1% | -12.6% |
| 6M | +19.4% | +10.7% | +8.7% | +10.2% |
| YTD | +14.2% | +80.6% | -66.4% | -13.9% |
| 1Y | +69.0% | +288.4% | -219.4% | -10.5% |
| 3Y | +503.9% | +213.8% | +290.1% | +224.0% |
| 5Y | +27.7% | +58.8% | -31.2% | -26.4% |
| All | +70.2% | +134.7% | -64.5% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling