+70.2%
CIFR vs VIVK
-100.0%
+170.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.4% | +13.1% | +5.9% |
| 7D | -5.0% | -4.4% | -0.6% | -4.9% |
| 30D | -5.7% | -40.8% | +35.1% | -4.3% |
| 3M | -25.5% | -94.1% | +68.6% | -20.3% |
| 6M | +19.4% | -98.2% | +117.6% | +30.1% |
| YTD | +14.2% | -98.0% | +112.2% | +21.7% |
| 1Y | +69.0% | -100.0% | +169.0% | +98.8% |
| 3Y | +503.9% | -100.0% | +603.9% | +586.7% |
| 5Y | +27.7% | -100.0% | +127.6% | +46.0% |
| All | +70.2% | -100.0% | +170.2% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling