-71.1%
CIFR vs VIVK
-100.0%
+28.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -27.5% | +7.5% | -18.4% |
| 7D | -26.7% | -68.7% | +41.9% | -22.6% |
| 30D | -58.0% | -90.0% | +32.0% | -53.8% |
| 3M | -68.1% | -98.1% | +29.9% | -63.1% |
| 6M | -63.7% | -99.9% | +36.2% | -52.0% |
| YTD | -56.0% | -99.9% | +44.0% | -45.7% |
| 1Y | -71.1% | -100.0% | +28.9% | -55.8% |
| All | -71.1% | -100.0% | +28.9% | -55.8% |
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