+138.2%
CIFR vs VICR
+336.6%
-198.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.6% | -2.1% |
| 7D | +4.8% | +8.3% | -3.5% | +0.1% |
| 30D | -31.0% | -35.2% | +4.2% | -12.3% |
| 3M | -58.7% | -29.8% | -28.9% | -51.2% |
| 6M | -67.7% | -48.6% | -19.1% | -56.4% |
| YTD | -53.5% | +45.1% | -98.6% | -67.1% |
| 1Y | -54.1% | +79.6% | -133.6% | -71.2% |
| 3Y | +138.2% | +335.4% | -197.2% | -33.4% |
| All | +138.2% | +336.6% | -198.4% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling