+505.7%
CIFR vs VIG
+55.4%
+450.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -6.9% |
| 7D | +11.3% | -1.2% | +12.5% | +16.1% |
| 30D | +3.5% | -2.8% | +6.3% | +13.4% |
| 3M | -26.6% | +2.5% | -29.1% | -34.6% |
| 6M | +18.1% | +8.1% | +10.0% | -10.4% |
| YTD | +14.5% | +9.6% | +4.9% | -16.3% |
| 1Y | +83.3% | +14.2% | +69.1% | +19.8% |
| All | +505.7% | +55.4% | +450.3% | +54.5% |
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