+28.0%
CIFR vs VICR
+47.2%
-19.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -6.5% |
| 7D | +11.3% | +1.3% | +10.1% | +10.7% |
| 30D | +3.5% | -11.9% | +15.4% | +9.5% |
| 3M | -26.6% | -35.1% | +8.5% | -12.3% |
| 6M | +18.1% | +8.1% | +10.0% | +9.5% |
| YTD | +14.5% | +67.8% | -53.3% | -12.2% |
| 1Y | +83.3% | +267.3% | -184.0% | -3.9% |
| 3Y | +461.5% | +191.2% | +270.3% | +200.2% |
| All | +28.0% | +47.2% | -19.2% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling