+87.0%
CIFR vs VICR
+129.2%
-42.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.3% |
| 7D | +26.7% | +9.8% | +16.8% | +21.6% |
| 30D | +7.7% | -12.6% | +20.3% | +14.1% |
| 3M | -23.8% | -29.7% | +5.9% | -12.6% |
| 6M | +35.9% | +18.8% | +17.1% | +21.8% |
| YTD | +25.4% | +76.4% | -51.0% | -4.5% |
| 1Y | +139.8% | +282.4% | -142.6% | +27.6% |
| 3Y | +515.0% | +206.2% | +308.8% | +233.2% |
| 5Y | +52.1% | +53.9% | -1.8% | -11.4% |
| All | +87.0% | +129.2% | -42.3% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling