+79.2%
CIFR vs VIG
+102.3%
-23.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.1% |
| 7D | +16.9% | -0.4% | +17.4% | +18.3% |
| 30D | -5.2% | -1.0% | -4.2% | -3.6% |
| 3M | -30.6% | +2.8% | -33.3% | -35.3% |
| 6M | +10.6% | +8.2% | +2.4% | -6.1% |
| YTD | +20.2% | +11.0% | +9.2% | -2.9% |
| 1Y | +139.7% | +16.1% | +123.6% | +80.1% |
| 3Y | +489.4% | +56.2% | +433.2% | +196.4% |
| 5Y | +54.4% | +63.0% | -8.6% | -26.5% |
| All | +79.2% | +102.3% | -23.1% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling