+85.9%
CIFR vs VIK
+243.7%
-157.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.0% |
| 7D | +4.8% | +2.7% | +2.1% | +2.5% |
| 30D | -31.0% | +8.8% | -39.8% | -36.4% |
| 3M | -58.7% | -15.3% | -43.4% | -53.6% |
| 6M | -67.7% | +9.4% | -77.1% | -71.0% |
| YTD | -53.5% | +25.9% | -79.4% | -63.5% |
| 1Y | -54.1% | +51.0% | -105.0% | -69.8% |
| All | +85.9% | +243.7% | -157.8% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling