+146.9%
CIFR vs VIG
+67.2%
+79.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.1% | +6.4% |
| 7D | +9.4% | -0.3% | +9.7% | +11.6% |
| 30D | -45.3% | +4.9% | -50.2% | -54.3% |
| 3M | -58.7% | +2.9% | -61.6% | -63.4% |
| 6M | -64.9% | +11.2% | -76.2% | -76.7% |
| YTD | -51.8% | +16.0% | -67.8% | -71.4% |
| 1Y | -61.9% | +17.0% | -78.9% | -77.9% |
| All | +146.9% | +67.2% | +79.7% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling