+358.0%
CIFR vs VIK
+225.3%
+132.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.4% | -5.3% | -5.8% |
| 7D | +11.3% | -0.8% | +12.1% | +12.3% |
| 30D | +3.5% | -18.0% | +21.5% | +21.0% |
| 3M | -26.6% | -5.8% | -20.8% | -23.6% |
| 6M | +18.1% | +17.2% | +0.9% | +1.9% |
| YTD | +14.5% | +19.1% | -4.6% | -4.4% |
| 1Y | +83.3% | +33.6% | +49.7% | +35.1% |
| All | +358.0% | +225.3% | +132.7% | +62.4% |
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