+380.8%
CIFR vs VIK
+228.1%
+152.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +1.9% |
| 7D | +16.9% | -3.0% | +20.0% | +20.0% |
| 30D | -5.2% | -20.7% | +15.6% | +14.1% |
| 3M | -30.6% | -4.6% | -25.9% | -28.7% |
| 6M | +10.6% | +14.0% | -3.4% | -2.3% |
| YTD | +20.2% | +20.2% | 0.0% | -0.6% |
| 1Y | +139.7% | +36.0% | +103.7% | +73.3% |
| All | +380.8% | +228.1% | +152.6% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling