+139.7%
CIFR vs VIVK
-100.0%
+239.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -12.3% | +14.5% | +2.5% |
| 7D | +16.9% | -1.4% | +18.3% | +16.9% |
| 30D | -5.2% | -43.6% | +38.4% | -3.9% |
| 3M | -30.6% | -95.1% | +64.6% | -24.6% |
| 6M | +10.6% | -98.2% | +108.8% | +21.6% |
| YTD | +20.2% | -97.9% | +118.1% | +29.3% |
| 1Y | +139.7% | -100.0% | +239.7% | +183.8% |
| All | +139.7% | -100.0% | +239.7% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling