+61.0%
CIFR vs VIG
+98.7%
-37.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -4.7% |
| 7D | -8.2% | -2.2% | -6.0% | -3.5% |
| 30D | -7.4% | -3.2% | -4.2% | -0.8% |
| 3M | -24.2% | +3.0% | -27.2% | -30.2% |
| 6M | +14.2% | +8.1% | +6.1% | -3.1% |
| YTD | +8.0% | +9.1% | -1.1% | -9.2% |
| 1Y | +55.5% | +12.6% | +42.9% | +24.8% |
| 3Y | +429.6% | +55.4% | +374.2% | +172.3% |
| 5Y | +20.8% | +62.8% | -42.0% | -40.3% |
| All | +61.0% | +98.7% | -37.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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