+332.0%
CIFR vs VIK
+221.3%
+110.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.4% | -4.6% |
| 7D | -8.2% | -1.8% | -6.4% | -6.5% |
| 30D | -7.4% | -17.3% | +9.9% | +7.6% |
| 3M | -24.2% | -5.1% | -19.1% | -21.6% |
| 6M | +14.2% | +16.2% | -2.0% | -0.7% |
| YTD | +8.0% | +17.6% | -9.7% | -8.8% |
| 1Y | +55.5% | +33.5% | +22.0% | +14.7% |
| All | +332.0% | +221.3% | +110.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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